The instructions on this page will guide you in modifying a fire simulation to add fuel and burning effects. The emitter object will emit fuel which ignites and produces smoke.
The Burning Fuel with SmokeQuick Simulation button on the Phoenix Shelf will produce a similar but more refined result to the steps below.
Start by creating a new project from File → Project Window. Click the New button at the top right corner of the window and give it a name.
This is important because Phoenix stores the simulation data in the data directory of the currently selected project. You can manually point to a different project directory from the File → Set Project... dialog.