A member of my extended clan who lives in the currently smoke choked Pacific Northwest found a good article on how to improvise a filter to remove smoke from the air in your house.

She built one, and reports that it really does help. Running it in her bedroom, she was able to get a decent night's sleep. When she came downstairs in the morning to the rest of the house (where the filter had not been running) she immediately had a cough and watering eyes. Sitting in front of it while working from home provided relief.

Better Box Fan Air Purifier

Great idea! I'm filing it away for later use. Right now the air is fine here but it looks like a good measure for smoke and allergens.

Excellent. Heavy fire smoke is almost like being under siege. I've tried it with one filter in the past but the fan was not happy. This is much better.

Does the fan push air into the box or pull it out?

I would think the best way would be to pull it through but I'm not 100% on that.

If your home has forced air furnace, Air conditioning depending on the age of the system,a duct that brings in fresh air from the outside is connected to the return air duct work.
This will allow smoke and fine ash in to the residence. You can tape plastic over the outside screen . Make sure to remove this obstruction when the the situation has passed .

Furnace filters are designed for pull-through air. Good ones are directional -- there is an indicator printed right on them.

Thanks, Doug! I thought so but wasn't sure.