Не съм ги използвал, но ето ти няколко туториала
fume fx tutorials
http://www.tutorialhero.com/click-64281-how_to_create_a_realistic_candle_scene_with_3ds_max_and_fumefx.php
http://www.tutorialhero.com/click-69395-create_a_cool_looking_ink_effect_using_fumefx_3ds_max_and_after_effects.php
http://www.3dtotal.com/team/Tutorials_3/fumefx/fumefx02.php
http://www.truveo.com/FumeFX-Tutorial-Explosions/id/3760059447
http://www.radioactive3d.de/index.php?option=com_content&view=article&id=45:tutorials&catid=36:tutorials&Itemid=74
http://www.intrinsia.net/?cat=8