People know that these things are not good for health and life; then also they get indulge in drinking; drugs ; smoking etc... why?

Simple, Free will.
Just because you know something is bad for you won't stop you doing it.
After all there's a lot of things in life that are "bad" yet a lot of people do them, for example driving a car, or swimming in the sea.

people know that these things are not good for health and life; then also they get indulge in drinking; drugs ; smoking etc.......... why?

I agree with CB,
It has to do with "free will"

Even when people realise it is bad, some just needs to know if it is really as bad as others say it is.
While others know it is as bad as others say it is and wishes to be one who indulges these vices.

Some even do it because of their peer cultures, as all of their friends are doing it and he/she wants to join them even if he/she does not like it.
Some even see it as accepted behaviour among their own family members etc.

Drugs are good if used in moderation and not abused. I trip off mushrooms about 4 times a year because they simply open my mind to new things. Something was said about acid in the 60's along the lines of everyone should try acid at least once in their lives because your mind is opened for the better. But.. 60's acid and modern day acid is not the same.

Alcohol, drugs and the like are mood altering substances. If a person feels bad about themselves or have low self esteem or bad social circumstances alcohol and/or drugs can make that person feel better. Although it is false it feels real so they keep doing it... they might not even be aware that they are using these substances for this purpose. Addiction creeps in slowly and by the time the person is fully addicted things in their life have usually got a lot worse than when they started using alcohol or drugs. Then they wonder 'how the heck did this happen?' and will either seek help or continue in denial.