Two ways
1. Search for cloud brushes on the net and download and install a suitable one
2. Load your subject against a black background
3. Make a new transparent layer above the subject
4. Use the cloud brush with white foreground and stroke color to place the cloud where you want it
5. In your layers palette change the opacity of that layer with the slider until you get the desired amount of see through.
Second way
1. Place subject against a dark background on top layer and a transparent layer below
2. Searching on the net you can find some Smoke brushes
3. Reduce the opacity of the top layer and place your smoke trails on the bottom transparent layer.
4. Return the opacity of top layer to 100%
5. Make the top layer active and change the blend mode to Lighten then make the botttom layer active and change its opacity to what you like.
Systems available Win7, Win 8.1,Win 10 Version 1607 Build 14393.2007 & version 20H2 Build 19042.867