There are many ways and I recommend checking out Sephora's You Tube Channel- you will find Pro's doing different Smokey eye looks.
An easy way to start:
Primer all over from lashline to brow bone
Apply a black cream liner along lashline a bit thicker than normal liner and smudge up onto lid sheering out the saturation when you get to the crease (so the color starts intense at lashline and diffuses into sheer at the crease)
Then apply a dark shadow (any color-whatever color Smokey eye you want) directly on top of the cream liner (mostly on the lid)
Take a blending brush and blend the crease
Apply a neutral shadow one shade lighter than your skin just under the brow to highlight
Finish with black liner on top, bottom and in water line.
Smudge a little bit of the shadow (same color as your lid) under the bottom lashline on top of the black liner
Finish with 2 coats of mascara
You can also try out a Smokey eye kit- many have instructions that come along. My favorites are Sephora and Too Faced:
You also need to make sure you have the right brushes- I love this kit for a perfect Smokey eye-Sephora Face & Eye Tool kit:
Don't forget to watch the videos- you can also check out the apps for iPad and Smart phones if you have one- there are tutorials on these apps too.