It has been a while since doing this but it is a good project for the boring winter time.
Use and incense stick and make a couple barn doors for the flash.
We used a bar stool and stuck the stick in an aluminum pie tin in some clay or silly putty.
Set the flash on one side and a modeling light on the other. The flash and modeling have to be positioned as not to have light enter the lens.
I used an x shape at about 45 degrees. Position the camera about 5 feet from where the x lines cross and put the incense stick there.
I have a black back drop for portrait work. It has to be far enough behind the incense as not to let spill on it.
We did this in a darkened room at night. You can pre focus or try auto focus, most shots will miss.
You will end up taking hundreds of images to get it right.
Oh yea the flash was triggered with a tethered cord and the flash was mounted on a light stand pointed 45 degrees the other way towards the center of the x.
You can move your hands around in the air to create the ripples.
Type smoke photos set up in google search and you will find some samples.
The good thing about these images you can flip rotate and invert them.
Good luck Ron