you can either cold smoke or hot smoke sausages--i haven't done the cold smoking yet, but in either case you need some type of a smoker, or even a grill with a cover (lid) works great. You work with indirect heat--the food cooks away from the direct heat source, adding chunks or chips of wood over the heat source, thus emitting smoke.
The cold smoking is something you don't want to mess around with unless you know what you're doing (which is probably why i haven't done it yet). There are certain amounts of cure that you need to mix in with your sausage meat, and certain temps you must maintain during the smoking process. Failure to do these can result in a nasty case of food poisoning--sausages are great environments for botulism because of the lack of air that gets to the meat.
I don't know if i answered your question or not--if not let me know!
Wine in a box is better than no wine at all.