I was trying to render a rocket takeoff, but where I have my domain set is just a gray box on the final render?
You will need to add color emission to your object by using an Attribute node with the property
flame spelled exactly like that.
Then connect that node to a ColorRamp. Adjust the color ramp settings to be the color of the flame, and then attach that to an Emission shader.
Set the power of the Emission shader to 5, then connect that to the Add shader in the Cycles node setup for the smoke domain.