Oh, I see what you mean, They are animating this transparent png:
http://www.pratofino.com.br/assets/images/smoke-texture.png
But, gotta admit, the code they’re using is unknown to me. You could google “how to animate a png”, or “add steam effect to website”. Hopefully some of those results can guide you further.
Are you talking about video, or still images? If it’s the first, you could google “after effects steam effect”, but if you’re using anything else, you could always chroma key footage, in which case you could look for “steam effect green screen”.