Even when not visible, smoke from a diesel engine is present. When you can't see it, that is a good sign that everything in the engine is healthy.it means the engine is combusting the fuel well and there are fuel particles of soot or other contamination in the exhaust gasses leaving the engine.
Smoke of any color is generally bad and should be investigated.
Read about what to do if you have white smoke
Read about what to do if you have blue smoke