Basically any fumes/smoke is harmful and you should attempt to weld in a ventialted area.
If you are doing a lot of welding then it's more important to ensure the fumes are extracted.
DIY on car repair type work is usually fine if you have some fresh air coming into the garage but try to avoid having your face directly over the rising weld smoke/ fumes.
Galvanised has a relatively thick coating of zinc, Zinctec has a very thin layer of zinc electrolytically deposited on the surface, the galvanised steel needs to be cleaned back much further from the weld to avoid zinc fumes and contamination of the weld.
I am practicing on some sort of chromed / zinked stainless steel with a flux core wire
and there are a huge amount of fumes. I weld with the garage door open, 2 fans blowing
out the fumes and have a 3M series 6000 mask. I did some welding without the mask and think
I got the Metal fume fever.... wont happen again!
I would suggest taking as many precautions as possible, you only have one pair of lungs.
I have read that welding chrome / zinked type stuff gives off some nasty fumes, best avoid them.