The Smoke brick implements the Ray Marcher algorithm in a wrapper, making it easier to use. This provides a more varigated effect than the Simple Fog brick.
The Smoke brick can be used to create a volumetric camera:
The Smoke sample scene includes an example of a volumetric camera.
In a Material
It can also be used to make a material shader that makes an object appear as a volume, using the “interior” option (shown here with a parented spotlight):