I'm playing with my friend I wanted to use Smoke Cloud with Batman so I could use OOTS...

But it says : At the beginning of your next turn.

So here is my question : When it's my turn, do I have to remove them BEFORE doing my action, or I can use them?

Before you do anything else your turn, effects that end 'at the beginning of your turn' (like Barrier, Outwit, and, yes, Smoke Cloud) are over.

If you want Batman to be able to use the hindering terrain generated by Smoke Cloud for Out of the Shadows, it must be from a Smoke Cloud you generate that turn or one your opponent made on his most recent turn. Otherwise, it will be gone before you can do anything with it.