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
Object Source
Particle Source
FumeFX Source
Void Source
Effector
Gravity
Spline Follow
Render Warps
Modifier
FumeFX Burn
Texture
FumeFX Tex3D
Particles
Particle Flow Operators
Thinking Particles Operators
PRT|PDC Particle Loader
Rendering
FusionWorks Renderer
Render Elements
MXS
Scripting