Well, in the VIP section, I have an explosions tutorial video series that will help you create one.
Otherwise, checking the SM tutorial database will give you LOTS of links to tutorial sites with cloud and smoke tuts.
A simple keyed particle SW cloud with a tweaked shader, and/or using the Dynamics > Effects > Smoke effect with tweaked settings and keys will do you well aslo
Good luck, and let us know how your research went, and if you run into problems.
Israel "Izzy" Long
Motion and Title Design for Broadcast-Film-DS