Hello and welcome to PSG.
There are many ways to accomplish this effect.
1. Use the Lasso Tool to isolate small sections of fire from a fire texture reference. Then use the Free Transform to shape the fire the way you want it to appear. Do this until you complete your dragon. You would use a Hue & Sat layer to colorize the fire.
2. Search for Fire Brushes online and use them with the Brush Tool to create the dragon. Just set your foreground color to the color you would like the Dragon to be.
3. Any combination of the two techniques mentioned above.
4. CC does have a fire generator filter that can be used with the Pen Tool.
You can always take some time to view some of the many fire related tutorials that are available online:
https://www.youtube.com/results?q=Photoshop+fire+effects&sp=SADqAwA%3D
My Personal opinion was that the image you posted was mostly made with
fire brushes because of the repeating patterns I see in it's makeup.