So, welcome to the forum! It’s a bit of a learning curve, but it’s a fun one.
There are lots of methods for avoiding smoke residue on your material. The method you choose will depend somewhat on your materials and the specifics of what you’re trying to do.
They boil down into two broad categories: protection and cleaning.
With protection, you’d use a mask to cover the material first, then engrave and remove the masking later, taking all the residue with the masking.
As for cleaning, there are lots of methods people use, with varying degrees of success and tradeoffs. Some people use water, some use denatured alcohol, some use cleansers like simple green, some use ammonia-based cleaners. There are a lot of techniques out there. Search the forum for “cleaning residue” and you’ll find lots of discussion.
https://community.glowforge.com/search?q=cleaning%20residue
If you want to go the masking route, there is a lot of discussion there too, here’s one:
Engraving with masking is a feel thing. You will lose some finer details so it tends to work best with bold deep engraves, if you’re going for fine lines or varying power/3d engraving, you’ll probably want to avoid masking and stick with a cleaning method.
Anyway. This is a very broad topic, and without some more details about what you’re up to that’s about as specific as anyone could get to help you here.