Soup
It is not legal to have non-opening windows and no ventilation. Many buildings with aircon have non-opening windows (that should be the case for the aircon to operate most effectively), but there has to be mechanical ventilation in place. To be fair, most occupants wouldn't even be aware of it, but Building Control would ensure that it was there before they passed the building.
If we were working on a site over a weekend, the doors to the area would be left open to allow as much air circulation as possible - and the windows opened if that was possible.
As far as tradesman smoking - that is also illegal - they are not allowed to smoke inside commercial premises. No-one hates smoking more than me, but you can't stop people, and I know the smell lingers, but that's a completely different issue.
If you are truly concerned that inappropriate materials and practises are being used, I think Newquay suggestion of a call to H&S might be sensible.
I know gloss smells horrible, but that would have been the first job they did, so hopefully will have died down significantly by now. I too would leave the door open today - I think that is reasonable.
I really hope though that you get into work today, and find that reputable tradesman have used quality products, and that all of your worry is in vain! 