Snake has to get to Dr. Petrovich who is confined in a prison cell in building #1's courtyard. But how to get there? In finding out, Snake bumps into another looney gun for hire: Machine Gun Kid. Not much of a challenge, though.
In the sequel to this game, Metal Gear 2: Solid Snake, you can also detect IR rays by using your cigarettes. In this game, however, the smokes don't really have a purpose.