Q:

The car smoke is stink

A car went and the smoke flew in our house.

"The car smoke is stink." 
"The exhaust smoke is stink.

He told me.
It should be car smoke or exhaust smoke when we telling someone the stink was came from the a car's exhaust?

A:

Focusing purely on how to refer to the stuff that comes out of the car: "*exhaust smoke" is redundant, and sounds wrong to me. "car smoke" is okay, but isn't the idiomatic way to say it. In American English, better is "car exhaust" or just "exhaust" - that's the more typical way to refer to it.
Additionally, "is stink" isn't grammatical. You could say "stinks" (as a verb), or "is stinky" ("is" + adjective).
So, the closest American English match to your examples would be one of these two:

The car exhaust stinks
The car exhaust is stinky

A:

If your doubt is whether to use 'car' or 'exhaust', then both sound fine to me, and I would know that you were referring to the smoke produced by the car, provided you say it at that moment, and I'm standing with you/ or am aware of the car that just went by. 
But from the grammar point of view, I'll modify these sentence, a little bit, to make it sound better: 

The car smoke stinks. (Present)
The car smoke is stinking. (Present Continuous)
The car smoke stank. (Past)
The exhaust smoke stinks. (Present)
The exhaust smoke is stinking. (Present Continuous)
The exhaust smoke stank. (Past)

You could also try "The car's smoke ..." and the "The exhaust's smoke..."

