You could use a unit like that supplied with the T74 tank or source a unit from a model railway shop. It could be placed just behind the false firewall of the smokebox with a feeder hole drilled in it for the smoke to enter but you will also need to set up a power source and switch for it.

Another thing to consider is the volume of smoke you would need to create to get a scale look to the loco, you could end up with a very smoky room and SWIMBO on the warpath

Cornwall model boats have suitable generators available if you want to go down that path, but I agree with Alan in regards to the volume needed to do it justice.