Not quite smoking (in the sense of using pipes), as he describes them as throwing cannabis seeds on hot stones and inhaling the smoke. I mention it in my Lapham's Quarterly article:

“The Scythians then take the seed of this hemp [kannabis] and, crawling in under the mats, throw it on the red-hot stones, where it smolders and sends forth such fumes that no Greek vapor bath could surpass it. The Scythians howl in their joy at the vapor bath.”

One thing that's interesting about this is that "Scythian" was a pretty broad category in Herodotus's time, in some senses meaning a specific tribe around present-day Bulgaria, in others broadly referring to something like "Indo-European nomadic horse people." So it could be that Herodotus is actually passing along an account of Indo-Aryan or Indo-Scythian practice that is part of the larger South Asian culture of cannabis use (see: https://en.wikipedia.org/wiki/Indo-Scythians).