Why would I get smoke or steam from air vents in my carwhen I turn the air on?
I hope it's steam and not smoke 
Steam means you probably have a leak in your coolant lines somewhere and I would suspect your new water pump is related to that. I would recomend not driving the car till you get that tracked down, you don't want to overheat it.
The reason it happens when you turn the air on is because your car pulls the air in from the air intakes in the engine compartment you can probably stop the steam by switching the nob to recycle the air.
Steam means you probably have a leak in your coolant lines somewhere and I would suspect your new water pump is related to that. I would recomend not driving the car till you get that tracked down, you don't want to overheat it.
The reason it happens when you turn the air on is because your car pulls the air in from the air intakes in the engine compartment you can probably stop the steam by switching the nob to recycle the air.