You shouldn't have to buy extra fluid, meaning that they usually include a bottle of smoke fluid with each HL tank. And you can actually turn the smoke unit off via a switch in the battery compartment.

If you decide that the smoke function is not something you care to use, please be sure to switch it off as it represents a noticeable drain on the main battery and otherwise running it dry or empty could cause some problems (unit could burn out).

-Harq