In order to get the smoky eye effect you need to use a shadow that has a deep rich shade (Blue, Gun Metal Grey, Black, Chocolate Brown, etc). Make sure you have the proper brush to apply the shadow. You can use a sponge tip applicator. I usually run my brush under the tap for a sec. Then I apply shadow to the brush and I outline my upper and lower lid. The trick is to smudge the shadow right along the upper and lower lid of the eye. So once you've applied the shadow using your applicator, use your fingers to smudge the shade/shades along the eye.

Hope this helps!

You don't want to use a flash (it will be very distracting, and it ruins the beauty of whatever lighting system they use).

A fast lens is a must. Your kit lens is too slow (the aperture is too small). I use Canon 135 mm f 2 (on a full frame camera). If you can afford it, 85 mm f 1.8 would be lovely on yours, or 50 mm f 1.4 or keep the cost down, 50 mm f 1.8. They'd work like a short telephoto.

You have to use high ISO. The samples below were at ISO 3,200. It's going to get noisy–but I'd rather have a "noisy" shot than a blurry one because the speed shutter is too slow – or I moved. The good old days we use 3M T640 film–the "ISO" was only 640 and we managed. Anyway, leave it at P mode. Shoot in RAW format. And correct the white balance later. Like these.

At high ISO you'll be able to capture action, like this one

Here is the original.

This is an indoor party, ISO 3,200

Another ISO 3,200

Hope this helps.

Clinique.