The smoke room was not a room in which you would light up your cigarette, cigar or pipe.
Quite often, a home owner would construct a building apart from the house, in which to hang hams, bacon and other meats to be preserved by being smoked over smoldering hickory ashes. That type of small out-building was called a smoke house. When a room was constructed inside the house for the same purpose, it was called a smoke room.
The smoke room was most often constructed in the garret, and was attached to the house’s main chimney to provide an escape route for the smoke.
In the diagram below, the smoke room is indicated in red.