FumeFX consists of many different tools that can be found inside the 3ds max user interface.
Here is a complete list.
FumeFX Dialog
FumeFX
Sources
Simple Source
Geometry Source
Particle Source
FumeFX Source
Void Source
Effector
Gravity
Spline Follow
FumeFX Wind
Render Warps
Modifier
FumeFX Burn
Texture
FumeFX Tex3D
Particles
Particle Flow Operators
Thinking Particles Operators
PRT Load
Rendering
FusionWorks Renderer
FumeFX-Arnold Volume
Render Elements
MXS
Scripting