DE is rather a heavy mineral. I put it into a salt shaker to lightly sprinkle on the surfaces. You do not want to breath it, and you won't if you sprinkle carefully. Once it is on the cloth it is absorbed & does not blow around.
No, DE does not blow around from AC or fan. It is too heavy. Does salt blow around when you sprinkle it? If you are concerned, wear a surgical mask when sprinkling the DE. If you are extremely careless you can get DE airborn, if you have some DE, experiment with it, you will see what I'm talking about.