The instructions on this page will guide you in modifying a fire simulation so that it emits only when the emission object moves. This can be useful for effects that occur with animation and leave a trail behind, such as smoke trails from a vehicle or sparks flying from a magic wand.
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.