Absolutely smoke signals existed.

The first way smoke signals were used was as an indication of non hostility. By building a fire in your camp you allowed everybody for miles around to see you. This allowed them to observe you while you would still be unaware of their location. Plains Indian nations often used this approach when passing through territory of a friendly tribe.

A second way smoke signals were used was to warn of invasion. Fires lit along the Great Wall of China could pass message of an invasion 500 miles in only a couple of hours. Paul Revere's famous lighting of lamps one if by land two if by see is nothing more than a smoke signal sent at night. At night you can see fire better than smoke during the day you can see smoke better than fire.

The Greek historian Polybius invented a system where by holding up multiple torches you could indicate individual Greek letters. This allowed you to send messages over great distances.

Native American tribes also used smoke signals to communicate they used wet blankets over fires exactly like you see in the movies. The only standard signals were single puff is for attention. Two puffs indicates all's well. and three puffs indicated you need help. These signals would be used in peacetime to communicate between hunters or to coordinate travel between points.

Non standard signals would be designated and agreed on before parting ways. These signals were often used in war and so could not be standardized as you would hardly want your enemy sending the signal for send reinforcements at an inopportune time. Signals could be changed by burning different fuel to change smoke color, moving the fire, such as taking a torch and riding back and forth with it, lighting multiple fires, or by changing the shape of puffs long and thin or short and fat or even zigzag or swirls by talented signalers.