My setup for this effect. Basically is use large number of particles (from particle flow) as FumeFX particle Src. A FFX Gravity helper is point toward camera slightly.
This is a very common effect yet a bit difficult to create. Basically is by using "memory" operator to memorize object's initial position, and then use "BringTo" to reconstruct it.
This tutorial I am going to show you how to create a burning box procedurally with tP and FumeFX. The final effect seems complex but actual setup are quiet simple. I assume you have basic knowledge of FumeFX and thinkingPartciles in order to follow this tutorial.