This is not a puff of smoke inside a room. It's a real cloud, just like the ones in the sky, made of microscopic water droplets, but trapped in a closed building. Unlike naturally generated clouds, this one is completely artificial.
Architect Testuo Kondo thought that putting real clouds inside the building could be a good idea. Since he couldn't herd a Cumulonimbus through a window, he asked climate engineering company Transsolar to actually create the cloud itself. To do that, the company pumped three layers of air at different humidity and temperature points and then used machines to generate the cloud itself, which floated still in the middle of the empty space.