Source capture is much more effective than general room air cleaning. Get it while it is concentrated at the weld site,and you will help protect your lungs, as well as keep your shop cleaner.The shop vac idea is good, ( but shop vacs are noisy), or make yourself a downdraft table, ducted outside. The more airflow the better, but balance it against heat/cooling loss. A source of makeup air is a good idea too, if your shop is reasonably tight.
The Lincoln unit uses several paper/cloth filters to capture different size particles, then a final HEPA filter before discharge back into the room. There is an option for charcoal filtering as well. With this system, there is no need to discharge outside, the harmful stuff is taken out by the filter.