Do you inhale when smoking a cigarette?

My friend offered a puff so I did and did the usual. Take a puff in and then puff it out. She got mad saying I'm wasting the cigarette because you're supposed to inhale. I said I don't wanna end up coughing my guts out, she still insisted that you inhale it.

https://www.indiegogo.com/projects/waiting-to-inhale-the-movie--3#/