The smoke sauna originates in Finland and is a folk tradition over there. It is very relaxing and gives you a great feeling. In combination with that tradition people enjoy ice hole swimming for a short time after being in the sauna. Smoke saunas are usually pretty dark inside and people also enjoy beating their backs with flavourful birch or bench in there.
A smoke sauna had and still has a dome-shaped rock stove. It is great for heating the dwelling of a sauna. Nowadays they also have a chimney what they didn´t have before. Smoke saunas work like this that the person throws water on the hot stones in the stove and that produces the vapor.
For the Finns the smoke sauna is an important part of their culture as sick people were cured and children were born there. The respect for the sauna is still the same even now as many of them are electrically heated. There are modern features like running water.
It is also not very difficult to build it yourself that is why some summer cottages already have that kind of saunas. Instructions can even be found on the internet. There are also drawings that can help you. You need an unhurried attitude when building and heating a smoke sauna but it is worth it as they are a relaxing way to end the week.