I used burn incense stick to get the smoke. To capture the smoke form, just use a black non-reflective backdrop and backlit the smoke.
The original smoke images were white and grey in colour, so I did some ps and change the colours to more interesting ones. Duc was right, to make the smoke look more appealing, I did layering using two identical smoke images to make them look symmetrical.
Backlit the smoke means u light the smoke from behind.. so, if u're setting the equipment up, the backdrop should come first, followed by the light from torch, then the smoke, and finally ur camera. Hope it's clear enough!