A strictly Freudian view is that the the cigar/cigarette is a penis over which she exercises total control. In a lot of older movies, men used it the same way. Whether conscious or not, if you watch smokers, the tension in their lips change and the 'mouth ornament' is a good gauge of interest and arousal. While older US movies had rich/successful guys smoke cigars--a heyday carryover of industrial age America--cigars now tend to take on different overtones. The Churchill/Daddy Warbucks cigar is replaced by thug cigar which is more brutal than glamorous. In the US, there is a strong downplay of smoking on screen. Those who smoke tend to fall into the loser/neurotic/scufflaw categories.
As others have rightly pointed out--is it necessary?
Smoking by itself does not exude sexual confidence. Psychiatric studies show a high correlation of psychotics smoking (though not vice versa--smokers are psychotics). In many older thrillers everyone who got nervous asked for cigarette to calm their nerves. Even the cliche smoking after sex is more a point of passe humor.
My contribution is that I think by writing it into the script without it being pivotal (trace DNA evidence, for instance), you step on the director, casting director, and actor's toes. The writing should allow the actor to exude the natural raw sexuality that allows him to seduce women. The casting director has more flexibility if they don't need to find an actor who smokes or is willing to smoke. Non-smokers come across very unbelievably on screen.
Actions and dress carry sexual confidence more powerfully for men. I'd suggest reading a few PUA sites (Pick-Up Artists) to see how alpha males work a room. Your character should be impeccably dressed and groomed. A few symbols of wealth. He should seat himself visibly and take of as much space as possible. Make his movement deliberate. Sexually assertive males tend to be dismissive of women to sort out those that want to fight for his attention. There are distinctive body language cues--the prolonged gaze, break away and the brush.
Now you don't incorporate all those elements into your script but un homme fatal--a sexually confident provocateur--comes across through action and dialogue. It is the ACTOR not the PROP that carries the message throughout the movie.