If you don’t have a full grasp of Smoke Simulation, here’s what you need to know:
Use a 3D mesh, like a cube for example, and set it to the “Domain” Type, which makes your mesh’s volume into a place where smoke and fire can be emitted into.
Then, you can add another 3D mesh, move it into the Domain (literally) and set it to the “Flow” Type, which turns your mesh into a fire/smoke emitter.
A “Flow” Type mesh cannot house smoke :v
Also, you must save your .blend file before changing Cache settings.
The reason is that the Smoke simulation is tied to the .blend file in question.
TL;DR Save your file c: