DANGER WILL ROBINSON!
You do NOT want the chuff switch connected to the RS4 board! The Super-Chuffer can't be paralleled with the connection on the RailSounds board, they require a floating ground!
The chuff switch should connect to the chuff-input of the R2LC and in parallel to the Super-Chuffer. The chuff input of the R2LC is connected to the Cruise Commander chuff input pin. The diagram you're looking at is correct for your installation. The RS4 board gets the chuff through the serial data, if you connect it to the Cruise Commander as illustrated in the diagram, it will work.
Obviously, the headlight and cab light features are optional, you don't have to use those for proper smoke operation of the Super-Chuffer.