Heck, you can start some wood smouldering in a coffee can, hook a hose to it into a cardboard box upside down with a small stand with cheese on it inside it and cold smoke to your heart's content! Just buy a dryer vent hose at any hardware store and jerry-rig the rest! See how inventive you can get! Some newspaper and a few chunks of wood, make a draft to go up, ductape a hose to it, use a can or pail or something that won't burn up, then stretch the hose out to dissipate heat then into the box, again creating upward draft to get the smoke to draft by the cheeses. Take lots of pics and show us how to do it! You can do it, we know you can! And, more important than the final product:
HAVE FUN AND ENJOY!