Where does the wind and smoke go during a subway fire?

In a subway fire, it's not the flames that get you, but the smoke. Hot smoke rises, and people have to escape upwards via the stairs. It's like a race between smoke and people for the same passage. That's why modern subways push air towards people instead of sucking out smoke. By increasing the air pressure on the stairs compared to the surroundings, smoke is prevented from entering in the first place. If the pressure is too high, the doors won't open, so they've even installed lids that automatically open when the pressure exceeds a certain point.