I suppose if you want to get more technical the smoke is tiny particles that get caught in the lung. Little hairs will lift the larger particles back to your throat and then you will swallow them. After that you digest them. At that point your body will either pee or poop out the microscopic, actually this will be smaller than microscopic, but anyway trace amounts will flush with in 24 hours. Yes, completely out of you. :)
No long term damage. The windows being open would reduce exposure. Either way short term exposure with the windows open or closed would not have caused long term harm.
Breathing in fumes and smoke is as you know not good for you. Being out doors makes it much better. Staying in clean air for a few days should allow your body to completely remove what ever you breathed in. But chanced are most things like smoke and fumes are out of you with in a few hours.