Not exhausting the fumes outside? A collection system will grab the particulates from the air if equipped with the appropriate filter medium. However, this does nothing for the fumes if you are using petroleum based enamels and lacquers.
Window plugs as shown above are removable and keep things aesthetic as possible when not in use. Some guys use simple box fan placed in an open window. The secure a filter to the intake side and it accomplishes the task effectively and economically. The whole purpose is to remove the suspended particles and fumes from the immediate work area and vent them outside.
Your other option is to wear an appropriate rated respirator. Just be aware that fumes are still present after you remove your mask. A sealed tight room with atomized flammable material and an ignition source KABOOM! The smell will permiate the room and venture outside into the rest of the house...my parent complained of this when I was young. Mom bought me my first window fan.