As long as your smoke generator device draws less current than the AUX outputs for your decoder (check the Technical Specifications in the decoder manual), you can connect it directly between the common positive (blue wire) of the decoder and one of the AUX function outputs (typically the purple wire is used for this purpose). No other components are required. Seuthe #22 and #27 units are suitable for direct connection in OO/HO scale in particular.

For smoke generators that draw high currents, you can use a relay, where the power is taken directly from the track/pickups but the relay is switched using an AUX Function Output on the decoder.