Not 100% sure what you mean. Are you talking about a muzzle flash, flames coming out behind a bullet, or something different? I did a muzzle flash and smoke with a cannon before. It's very difficult to get just right, mostly because smoke is a slow process if you don't have a speedy computer. It took ages of tweaking and tweaking until I got it to where I liked it.
If I remember correctly, what I did was shoot particles out of the end of the cannon with a mesh emitter using a very short particle lifespan. Once I got the particles to make the shape of the muzzle flash, I used those particles to emit the smoke/fire. It took a lot of tweaking to get the fire and smoke movement just right, so depending on what you are looking for, it could take a while to do.