In your map go to entity tool and add: env_sprite where you want to add that smoke or steam.

I added like this:


6 env_sprite one after one like picture, in every env_sprite i added next values:
Render Mode: Additive
FX Amount: 255 in very bottom (1st) and 25 in very top (6st)
Sprite Name: sprites/xsmoke1.spr

In Flags tab i checked: Start On

I get this effect in game:


You also can use different sprites, and get another effect.
I upload RMF file for better understanding.