Cocaine hydrochloride - the form in which is usually taken - is highly sensitive to heat. In fact, when burned, it destabilises completely, so placing a line of coke into a cigarette paper and attempting to smoke it pretty much ensures that you are simply burning money.
which bit of this didn't you understand? yes it's possible but you are effectively throwing most of it away; not something you want to be doing with a substance that costs more than platinum.