The Law of Conservation of Mass is a physical law that states that the total mass of reactants is equal to the total mass of products. This means that one form of matter is just converted to a different form, and as long as nothing escapes the system before or after the reaction, the total mass of the entire system remains constant.
The Law of Conservation of Mass can easily be observed when the reactants are all solids and the products are all solid -- as there will be no molecule that will escape the system, even if the reaction, if possible, is performed in an open environment. Perhaps a similar scenario is mixing sugar in a glass of water. Assuming no evaporation and condensation, one can take the mass of the glass with water, and the mass of sugar. Then, sugar is mixed into the water. The mass of the glass with the sugar water in it should equal the first mass.
It becomes more tricky, at first glance, when dealing with gases. For instance, burning. Burning something results in the formation of ashes and smoke. This reaction, however, involves gases that can escape the system and thus not be directly measured or easily measured in terms of mass. Burning requires oxygen as a reactant, and burning in an open environment does not allow for calculation of the amount of oxygen involved. Then, after burning, smoke is generated -- smoke is a mixture of various gases like carbon monoxide and methane, and in some cases a mixture of hydrocarbons.
Hence, at least at first glance, it might appear to someone that the law does not apply or is violated, but it is in fact not violated if only the oxygen reacted and the smoked produced is accounted for. If this is done in a closed system where all reactants are controlled and the amount is known, and the gas produced is not allowed to escape, the mass throughout the reaction will remain constant.
In short: The law of conservation of mass applies to smoke. Smoke is generated by burning. Burning requires oxygen. It is the reaction of oxygen with the burned material and the production of ash and smoke. The law of conservation of mass states that the mass of the material and the mass of oxygen consumed is equal to the mass of all products, the mass of ashes and smoke.