Weird, the help file for the current version of AIM is apparently out of date regarding smilies. It says that when you pull down the list by selecting "Insert | Smilies", it shows the keyboard equivalents, but it doesn't when I try it.
I also discovered that if you've got them disabled on your side, you can't select them from the dropdown menu.
Anyway, they're pretty much the same thing as the smilies here. I.e, type a colon and a close parenthesis : ) to get 🙂