if it's just the glazing they're doing you'll have no such worries.
if they're removing frames as well then see above.
a lot of it will depend what type of windows you've currently got.
When mine were done the inside sills were replaced as well, but i don't think that added too much to the hassle/dust factor.
I had disgusting ally-framed single-glazed jobbies which apparently are a bugger to remove cos they're fixed into the brickwork with steel pins. Lots of banging hammers & chisels & swearing to get them out, but yours might not be that bad. Amazing how much they will bend before the glass pane goes
Keeping kiddiwinks well out of the way is a given, obviously.
If you're having french doors, the only thing to watch really is that they don't knack the damp course when they're knocking the brickwork out. My lot did, but I just distracted the building standards bloke when he did his inspection & got the certificate OK.
Are they gonna make good plasterwork and stuff inside once the french doors go in? If so they should also fit a threshold board (like a windowsill) between the bottom of the french doors & the floorboards. Again, my lot didn't, I had to do it myself afterwards. It was a ball-ache and is a bit of a lashup but looks OK thankfully.
Mine were fitted by a mate in the trade though so I'm sure the crafty fucker cut corners.