Import your scans into Photoshop (or load them from the cover CD) and overlay it onto your work, using the blending effects drop-down in the Layers palette. Experiment with what looks best, and add as many layers as you like to get the desired effect. More layers equals more grunge.
Copy-&-paste the pattern.jpg file (on the cover CD) and place over your main assassin character. Using the eraser tool, erase all the elements that overlap her outfit until the image looks part of her dress. Then, select Multiply from the blending effects drop-down menu in the Layers palette to give her a floral type dress.
To add the gun smoke, use the Lasso tool to draw a swirly, smoky shape and fill this with a grey of your choice. Then, gently erase areas of the shape with a soft-edged brush to create a smoked faded outline. Once you have got this nailed, copy-&-paste and reflect it, then choose Edit > Transform > Flip Horizontal.