How can I achieve smokey flavours?

In addition to the pre-smoked malts you can purchase, you can smoke any kind of malt on your own, which gives you a lot more options to work with. I would suggest smoking malt a week or two before using it, however--throw it in a paper bag after smoking it to allow some of the harsher aromatics to escape (just like you would if you toast your own malt).

Here's a link to a BYO article on smoking your own malt: http://www.byo.com/stories/beer-styles/article/indices/11-beer-styles/309-brewing-smoked-beers-tips-from-the-pros

There are 2 ways to go with smoked malt. Rauch malt is smoked (usually with beechwood) and has a relatively mild smokiness. You can use up to 100% of it for your grist if you want an intense smokiness. Peated malt, OTOH, is smoked with peat (DUH!) and is quite intense. A couple oz. of it in a batch can give an overwhelming smokiness to your beer.

Both Weyermann and Briess make some smoked malts. You could simply add these as specialty malts in your extract process with steeping if you keep the percentage to <5% of the total amount of extract.

You can get either one of these from several on line suppliers here is a couple links at Northern Brewer: Wyermann Smoked Malt
Briess Cherrywood Smoked Malt

Something to keep in mind both of these malts have the ability to self convert. So its likely better to plan a mini mash with either of these. In the case of Weyermann smoked malt you can go 100% of the grain bill. The smokey character is not as super as intense as some would have you believe for these two examples, which is why some german Rauch beers use close to 100% of this malt. Not sure if you could get enough intensity by just steeping it. There are however some super smokey malts out there that you would want to use as "steepers" to get some smoked character.

Smoked malt should be what you're looking for.