Jets use engine bleed air from the engine compressor section. This can be hi or low pressure. It's routed through the fuselage to just under the wings into the air conditioning system. It runs a turbo compressor and does all sorts of fancy things to pressurize the cabin. There isn't a single source for cockpit or cabin air. The air coming out of the air conditioning system can be quite cool and is sometimes mixed with bleed air to make it warm. If an engine has a bearing failure, it makes smoke. The smoke gets mixed in with the air that's being used to warm the air coming into the cabin. Oversimplified explanation, but there you have it.

Dan