Since I received the lasercutter at the start of the year I've been venting the exhaust out a convenient window as recommended by the safety guidelines. I was politely, and very reasonably, informed by our local municipality recently that venting it like that was against the local bylaws. Fortunately they were able to let me continue running the laser through the week so I could keep up production and I was able to find a work-around before it became a huge work stoppage.
There are powered air filters that can be used with this model so that the venting isn't necessary. Unfortunately they're both not for sale and not available outside the US. Every time I operate the laser it generates some amount of smoke or exhaust (usually pretty minimal amounts) but it wouldn't be safe to let it pile up in the air of the workshop. As a rule I'm not burning anything toxic, but you wouldn't want to be breathing in woodsmoke every day either. So without a filter or venting out a window I wouldn't be able to safely operate the laser.
Fortunately, the Lasercutter Lab (LCL) down in Austin, TX has publicly posted plans for a DIY air filter for lasercutters that was really useful. Their schematic requires some tools and materials I couldn't practically get a hold of but I was able to adapt the design to use the materials I did have available. It's basically a filing-cabinet size box with a whole bunch of off-the-shelf air filters in it to collect all the particulates in the laser exhaust. Every quarter I'll have to replace all the filters and it doesn't stop the workshop from smelling like smoke if I do a lot of cutting, but it's proven to be a pretty workable solution so far.