MTH has not yet offered PS/3 kits. The PS/2 kits are in two flavors: steam and diesel/electric. The difference is that the steam kit includes a tether, and of course the installation instructions are different. Kits have been in short supply for a long time. MTH received some a while ago and was sending them to customers who had back ordered them, but I don't know if kits are now available. There is a pair of them on eBay right now, a day or two from closing, and the current bids are right around the retail price.
Kits do NOT include a smoke unit. You can adapt a PS/1 smoke unit - the instructions in the kit tell you how. There are not specific kits for each engine, just the generic steam or diesel. The instructions are focused on converting an MTH engine with PS/1, although the kits can be used on anything with a can motor and a flywheel. I have only done one kit conversion myself, a brass Weaver engine. That was a lot more work than upgrading an MTH engine. I've done a couple more by buying PS/2 engines cheap and gutting them for the electronics. That can be cheaper and easier than using a kit, but there are no instructions so you kind of have to know what you're doing to go that route.