It's really easy actually. You have to utilize the layers blend mode. With the smoke for example you can go to textures.com and find a good smoke texture. Preferably one with a black or transparent background. Add the texture to your image as a new layer and change the blend mode to 'screen'. 'Screen' works very well for all sorts of effects. Then you take a brush and change the brush mode to color or hue and paint the smoke in a color suitable for the surrounding area. Some light touch up and you're done.



The mist is made with mist pass in blender since it's 3d. After that I touched it up to glow a bit using the dodge and burn tool in photoshop.



Bloom is easy as well. Make a duplicate of your image and change the brightness and contrast until only the brightest spots of the image are visible and everything else is black. Change the mode of the image copy to 'screen' and add Gaussian blur.



It's all about masking your effects properly.



I'm sure there are lots of tutorials on youtube.