Many movies depict children and minors (and non smoking actors) actively smoking a cigarette and blowing actual smoke. How is that done?
Actually the film makers claim that the cigarettes used by the minors are tobacco-free cigarettes or nicotine-free cigarettes. They are commonly called herbal cigarette.
According to wikipedia,
One of the more famous scenes of a young actress smoking is Tatum O'Neal in Paper Moon:
This article quotes her as saying:
It also has discussions of the following other young actresses:
As mentioned in another answer, they almost all mention some type of herbal cigarettes.