The Bible ( Old Testament ) has a line about "making a sweet smelling savour" unto the Lord.
This was carried forward into modern day Christianity in some sects, usually the more liturgical, high church ones. Lighting a candle also signifies an act of devotion or petition to God in the Western religions. Remember the use of Frankincense and myrrh in the Gospels, and also in Christmas references?
To me it means lighting an incense stick and sending a prayer. At first I didn't know which type to buy and ended up bumming a bunch of incense off of Uncle, who is Tibetan Buddhist. I found out where he got his and now have somewhere over 20 boxes of incense stockpiled against the next time I go to the Big City ( Reno ). ( Shut up about my siege mentality, munk! )
In Yvsa's case it means sending smoke from a smoldering bunch of sweetgrass ( one kind of smoke ) toward "Grandfather" or Great Spirit. He was the one who started the use of the term "sending smoke" on this forum. It's since become widely used shorthand on the HI forum for intercessory prayers, is the way I'd put it.
I guess it's sort of assumed around here that any prayers of whatever kind end up getting forwarded to the right address.