Cigarettes are about as relaxing as skydiving. Nicotine is actually a stimulant, like caffeine so it speeds up your bodily functions, especially your heart rate.
The reason why people think smoking relaxes them is because of the physical actions of smoking – the deep breaths and exhaling slowly – not the cigarette. There are much better ways to relax, like hanging out with your mates, listening to music, working out or watching a movie.