Create point light. Move it to the back of the rocket and set intensity to something high (5 or 10) and set decay to linear.

Press 7 to see the lighting in viewport

Select rocket geometry and light and group them. Set group’s name to rocket.

You can freeze transform the group. This will set all attributes to 0. You can make the layer and put the rocket in it. Refer the help for more info about layers

Now simple terrain. Create polygon plane and set divisions to 100x100. Then go to sculpt geometry tool

Deform the surface to look like terrain

Make directional light and set intensity to 1.2 and color to light yellow or orange.

Make path curve for rocket.

Now select rocket group and the path. Go to animation mode motion paths/attach to motion path option box.

Set time as you wish. I set to 100 frames. As you can see rocket tip is oriented to negative Z. So set front vector to Z and up to Y. Check inverse front, so it will inverse Z to negative Z

When you attach the rocket will be set to the beginning of motion path. Play the animation. Cool?

Now smoke. Go to dynamics mode and go to particles/create emitter. By default it will create omni emitter at 0,0,0. Also it will create particle1 node. Move the emitter to rocket’s back.

Then MMB drag emitter to rocket group in outliner. This will parent emitter to rocket, so its movement is relative to rocket.

If you play animation the particles will appear behind the rocket. Select emitter and set speed to 0.2.

Then under particleShape1 go to render attributes and set Particle Render Type to Cloud (S/W). Set radius to 0.4 (these numbers are relative to scene size, so you might need to experiment)

Then while particles are selected assign particle cloud shader to them (same thing as assigning shader to geometry). Note, make sure that mouse is over particle.

Make color dark gray