HSE does not have responsibility for environmental health matters. If the smoke is causing a public nuisance you can contact your local authority Environmental Health Department. Their website will have details of how to do this, and their phone number will be in the phone book.
Local authorities and the Environment Agency usually do not allow open fires on construction sites. If a fire has been allowed it must be lit away from other combustible materials, trees and undergrowth. It must be attended by a worker and it must be put out before workers leave site each night.