during the inhalation of air to the lungs. it goes through your nose, which has hairs that trap the dust and other particles. from there if the irritants are still in your body system they will be stuck to the mucus in your pharynx and trachea.
the body releases these irritants by a sneeze, or a cough.
but if the irritants can get past the first two defenses, the white blood cells in your lungs can attack those irritants.