SmartFilter is an integral part of version 8. The only exception being if your appliance is one which has been upgraded from an earlier version (when SmartFilter was licensed as an optional extra) then that is the only situtation where SmartFilter may not be available to you. It is probably worth sending an e-mail to firstname.lastname@example.org with your serial number to double-check first.
However, if this was purchased as a v8 appliance then you should be good to go.
SmartFilter can be managed in one of two ways in v8 - the slightly more basic variant of SmartFilter is managed within the Firewall GUI itself, but if you wish you can offload SmartFilter policy management to a stand-alone SmartFilter admin server running on Windows. The latter offers some additional granularity and functionality.
If you go to Policy -> Application Defenses -> SmartFilter you will see the main configuration screen offering you the management option at the top. If you wish to stick with using the Firewall GUI for managing SmartFilter policies then everything is here.
Under the Filter Policies tab you can create your SmartFilter policies. You can create as many of these as you see fit. At this point they aren't actually doing anything for you.
Once you have your policy (or policies), you start to put them to use by applying them to HTTP application defense entries. In the SmartFilter tab you assign your chosen SmartFilter policy name. You then create an application defense group (containing, at the very least, a generic defense and you chosen HTTP application defense).
SmartFilter policies are actually applied to Firewall access rules using these application defense group entries. In short, I always look at it as the firewall rule determines how and when you are going to apply SmartFilter (source address, user or group) and then it is the application of the application defense group to the rule (and as a result, the chosen HTTP defense and therefore the assigned SmartFilter policy) which then enforces URL filtering.
I hope that makes things a little clearer to you.