ANSWER - There are three primary schools of thought when dealing with dreams. The first is that they are precognition or glimpses into either our own future or the future of someone else. The second is that dreams deal in symbols and each symbol has a different independent meaning, either a meaning relative to our life as it is now or again relevant to our future (think people who tell you dreaming of teeth will cause you to come into money...)
I subscribe to neither theory of dream interpretation and in fact the way I choose to interpret dreams would actually be closer to a psychiatrist than to a clairvoyant. I believe that dreams are our subconscious's way of working out problems and issues that we are currently experiencing in our conscious lives. The dream is the sub conscious working on the problem while the conscious mind rests. It follows therefore that dreams have a direct link to whatever is going on in your life at the given time. I also believe that the context of symbols in a dream is important. The symbol itself in my method of interpreting does not have a single stand alone meaning (a la so many dream dictionaries) it is instead dependent on the context of the dream and the perception of the dreamer.
With this explanation out of the way, lets have a look at your dream....
Ok, so smoke, clear indication of danger but also carries a suggestion of blinding and blocking your view. Perhaps you feel blocked by events in your life at the moment, a sense of unknown danger that you can't pinpoint but that you know is there? Smoke also has ethereal connotations, the intangibility of something that exists but we cannot capture. Again, I'd suggest there is a strong sense of confusion in your life at the moment, an inability to express what worries you or to fully understand it but a nagging doubt that something is holding you back.
The children represent protection, this may not necessarily relate to your own children, commonly children appear in dreams as representations of either your more vulnerable side or the person you were in childhood. In trying so hard to protect your children in the dream I would suggest that you feel a sense of threat toward yourself in your own life at the moment and that is coming out in your dream as the exceptionally powerful analogy of saving a child from death.
The fact that your initial routes were barred and then the spiral staircase appeared I would say is an indication of both the strength of your personality and your determination to escape. That staircase didn't appear, you made it appear. Your mind was giving you the clear guidance that you are able to solve your own problems and to find your way out of (dark and desperate?) difficult situations.
The trying to warn others bit represents how dubious you are that your voice is being heard. Although you know you are right (after all, you've just managed to escape) you doubt your ability to make others listen or understand. Possibly this is indicative of how you are feeling in your life at the moment, you are speaking but nobody is hearing what you are saying?
The last bit for me was the most interesting part of your dream and I can see several ways this could be interpreted. For me, you see no fire because you have started to doubt its existence as you were unable to convince others that it existed. You have allowed the belief of others to form your own reality (and there has to be a lesson in there to you somewhere...) The very man made, very security focused structure you describe suggests firstly that you still feel trapped (initially by the danger but now by the fact that recognising the danger has isolated you from others). Most interestingly, having been a focus of the action throughout the dream, you are now the outsider looking in. This suggests to me that you have gained the knowledge and wisdom to escape from whatever was holding you back but as the way back is now barred from you, you have gained experience at the expense of a certain loneliness. I see you also as very much looking back at what you have come from, but the security you once felt has now changed into that as a prison. You no longer feel you belong there but you are aware that being on the outside will also bring new problems you have to face.
Of course, that's just my thoughts....
Image http://www.sxc.hu/browse.phtml?f=view&id=1004073 (jirve)