steam engine shiny steel &smoke

how do i do a shiny steel look?
I asume with particles, how do i do smoke?

Well, for a metallic shiny look, you need to have good textures and shaders.
Try searching the Blender Material Repository for some metal materials. http://repository.parastudios.de/

For smoke, read this tutorial. http://www.cogfilms.com/tutorials/Blender-Dense-Smoke-Tutoria.pdf
Hopefully that answered your questions.