Depends on the period you're thinking about. Throughout most of my service smoking permitted in offices and barrack rooms.
Courses of instruction went: course, 10 min smoke break (usually round the back of the building, hats off) course, NAAFI break, course, smoke break, course, lunch etc etc. Order of dress not a factor except, as I say, hats were always off and smokers usually required to skulk somewhere out of public gaze. Out of barracks, complete no-no except in places like motorway services and other break spots. Pubs even in the earlier days when it was common to be out and about in uniform.
Later of course came no smoking in buildings and designated smoking areas invented - again for some quirky reason, hats off.