You will find out very soon that even though making sawdust is necessary part of woodworking, it quickly becomes extremely annoying when its time to cleanup.
In addition fine airborne sawdust can be dangerous to your health, especially when cutting some woods, treated lumber and artificial materials like MDF which is impregnated with cancer causing urea-formaldehyde adhesive (really bad for you!)
So with that said, you really need to have some type of dust control system even if you have a small shop.
Here are some ideas below you might want to consider.
Safe woodworking to you.