Hi!
i wanted to make smoke, and somebody said, that i have to use this entity, but i still dont know, how to make smoke, pls help me

ChromeAngel wrote a little guide here and he has some example maps down tward the bottom. I suggest reading the entire document.

Also, in the mapping forum FAQ has a segment on the particle system, as well as a link to the viewer, which allows you to see your system and tweak it before adding it to a map (very nice).