there is technically no smudge brush in that program, but there are several tools you can use to imitate that effect. one is to use the water brush (tutorial can be found here: everythingfirealpaca.tumblr.co… ), it's more of a blending tool, but you can use a small brushsize to imitate a smudge. You can also just use the blur tool to make the whole thing blurred instead XD it works basically the same.
i don't have sai nor do i know how it works XD From my experience, as long as you have a pressure-sensitive brush and a smudge tool you'd be able to replicate the effect. Like i said, I don't know the location or name of the exact tools, but yeah, you can use this with any program you want.