Please help me how to setup secondary smtp. SME server will try to send e-mail direct to destination first and if this fail, SME server will try to send by using secondary smtp relay server.
That's already set up by the recipients. They specify, via MX records in their DNS, whether they want mail sent to a backup server if their server is not available.
If you mean a backup smarthost - then, no there's no way to do that. If you are using your ISP's mail server and it is not available, you'll have to wait until it is back up.