When your brakes are working properly the brakes should never smoke.
If you're driving down the road and your brakes are smoking you either have your parking brake engaged or partially engaged or your brake calipers are sticking and not releasing.
You may also have a bad brake line on one side of the vehicle if the vehicle is also pulling to one side when braking.
If your brakes are smoking then something is wrong and you should get the brakes checked out because your brakes are likely sticking.
The brake calipers could be bad or if you also have brake drums the brake shoes may not be releasing properly and need adjusted or you have a stuck wheel cylinder.
I would take the car to a brake shop who can do a free brake inspection for you and let you know what is causing the brakes to be smoking.