There are several in the effects file in your FS2002, I believe.
If not, you can find them here at SimV. Just type in Engine Smoke in the Search engine.
There is a dynamic smoke effect at the bottom of this page, utilizing an XML gauge. These are far better than any other engine smoke I have come across. I believe it also provides instructions for addition to other aircraft.
http://www.simviation.com/fs2002misc12.htm