FYI you can put the fire outside instead of inside. Build it next to the wall of your base or building. The radius of the fire will still affect a bed on the opposite side of the wall. Put a two tile roof over it, lean-to style almost, and it will be protected from the rain. You won't have a smoke issue in the house.

I usually don't do this, but I have done it before and it works just fine.

As said above, there are many ways to vent smoke from a building.