Lysosomes are parts of cells that perform the task of breaking down dead cell components, food, and foreign matter including microbes.
In the case you have mentioned, the particles that have been inhaled have to be broken down by the lysosomes in the white blood cells. This is done by fusing with the foreign particles and injecting enzymes that are contained in the lysosomes.
Lysosomes contain over 40 different enzymes each of which helps to break down a particular type of organic matter. For example lipids are digested by lipase, nucleic acids by nucleases, etc.
The enzymes used to break down the particulates in the smoke inhaled would depend on what the smoke consisted of. As lysosomes are equipped with a large arsenal of enzymes they would be able to perform the task in an efficient manner.