It pulls in air from outside. So if their is smoke in the air from a wild fire then it will just fill your whole house with smoke. So you can run it, just highly ill advised.

What about dust storms? Seems like some areas in the American Southwest (AZ, NM, West Texas) are dry enough for swamp coolers, but they also can have these insane dust storms that are so intense you can't see to drive on the highway.