Hey!
Hope this helps...
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Okay... so we know that the train is moving north, which means the Apposing wind (and Friction) would be coming from the south.
We also know that the wind is coming from the West.
And based upon this information, we know that the Smoke has to be going South West because when an Apposing wind is pushed by a natural wind, the object being affected by both winds moves in both directions (a.k.a. diagonal)...
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If you need to explain anything, please ask, I also recommend looking at the photo I made below...