Yes, as one of the dirty things, the dust may cause your eyes infection. It is really painful for you because of the not absorbing dust in the eyes which may rub your corneal. You'd better wash the eyes clearly. If the dust is in the eyes for a long time, your eyes may get dry and red. You need to use the eye drops to release the infected symptom.
Well, sounds like your situation is quite terrible. Sometimes you should know that dust could give rise to some red eyes, and other problems. And if you try to rub your eyes, you are likelier to get infections. So, dust could lead to some uncomfortable feelings but they are just ok, as long as you get some eye drops and wash your eyes with clean salty water. Anyway, just be careful from now on.
If you didn't wear contact lenses while dust came into your eyes, you'll be okay, I think. Our eyes are weak and we need take a good care of them, or the beautiful world will abandon us. Dust rarely does harmful to eyes if your eyes have no any problems before. However, it is really uncomforable when dust entered eyes. Because no one will feel great for foreign matters. On the other hand, if your eyes already got injury or surgical operation, then you must have a deep infection when dust entered your eyes. If so, visit your doctor as soon as possible and make a all-side examination to ensure that your eyes are okay.