"Smoking" is a preservation process and it does involve cooking over a very smoky flame, usually in an enclosed "smoker." This isn't something most people do at home. The smoke adds a flavor to it.
When you buy smoked salmon, it has already been smoked. That is to say, it has been cooked, and it is ready to eat. There are quite a few foods which have been prepared and preserved by smoking when you buy them; in the United States, besides smoked salmon, we like Gouda cheese, Lapsang Souchong tea, smoked beef jerky.
You don't need to serve smoked vegetables or anything else smoked with smoked salmon. You buy it ready to eat.
In the United States a very common way to eat it is in the form of "Bagels and lox," an ethnic dish, originally popular with Yiddish-speaking New Yorkers. "Lox" is an Anglicized spelling of "lachs," which is German for "salmon." A bagel is a kind of a dense, chewy bread roll, shaped like a doughnut. It's popular at breakfast, and is usually eaten together with cream cheese. The bagel, lox, and cream cheese are all eaten cold.