Trapcode has always been good about supplying tutorials for using its products. Now that Trapcode is sold through Red Giant Software, I'd check out the help available there.
I also see that even though an Adobe employee and a talented and experienced AE practitioner have advised otherwise, you still haven't given up on using a particle effect to make 3D fog.
No, fortunately I didn't listen!
I tried using real smoke compositing (both video, as well as still frame with distortion and evolution), as well as various other methods (fractal noise layers that auto-orient, etc.), and none of them gave me the results I was looking for. The main problem is the amount of swirling and flying around I'm doing with my camera. 2-D layers with parallax are not believable in the conditions I need. It became pretty clear that I needed a 3d particle solution.
However, CC particle world was also just not cut out for it, without enough flexibility to produce realistic looking fog. The main problem was that I could not get the slow, delicate motion of fog. However, particle world has increased options that have allowed me to work around this problem. The largest differences are, graph control of opacity over life of particle, as well as being able to use a cloudlet shaped particle rather than just a spherical particle.
With some fooling around, I have been able to get the look I've been working for. The video Fuzzy suggested uses a combination of real smoke as well as particular, and it comes out pretty nicely, and gives me some hints at improving things even further.