Whilst there are plants you can grow indoors to clean the air or absorb pollutants to an extent, the pollutants they've been shown to absorb are not any of the ones mentioned in your list, and are generally aimed at closed environments. They absorb pollutants from furniture and furnishings, MDF, dry cleaning fluids, etc, so things like trichlorethylene, benzene and formaldehyde. There is a list of those plants
here in case you feel it's worthwhile getting some of them anyway
https://greatist.com/connect/houseplants-that-clean-air. Certainly, they should improve the quality of the air in your home, even if they don't remove that particular list of pollutants.
Many plants do absorb No2, and there's some research that suggests they may also absorb particulates, but you'd have to have the equivalent of a garden indoors, because it's the quantity of growing greenery that makes a difference - just growing, say, three ivy plants will make little impact, but I would recommend having as many houseplants as possible anyway; if nothing else, they are at least giving out oxygen into the air indoors, and for all anyone knows, may be removing other pollutants we don't know they are because they've not been tested. Information on outdoor plants and pollutants here https://www.acs.org/content/acs/en/pressroom/presspacs/2012/acs-presspac-august-29-2012/green-plants-reduce-pollution-on-city-streets-up-to-eight-times-more-than-previously-believed.html. Which houseplants you choose will be down to conditions in the home in regard to availability of light and how much space you have. Some that tolerate low light conditions are Hedera helix varieties, Aspidistra eliator, Dracaena marginata. More recommendations for plants can be made once you advise on the particular conditions you can provide.
Your list of air pollutants includes two particulate matter types, with PM2.5 being the most dangerous, though PM10's aren't fantastic either. I'm afraid the only sure way to screen those from the air is by using a filter system, and a very efficient one at that - they are extremely expensive if they are effective. Otherwise, keeping the windows closed will significantly reduce the amount in the air in your home, or using fine mesh over the aperture (though this will only reduce PM10s, not PM2.5s). I know this because I live in London, UK, where we frequently have days at a time where people with chest or other health problems (asthma, COPD, cardiac problems) are advised to stay inside until the air clears, and people without health problems are advised to do nothing strenuous out of doors. We suffer the same pollutants in the air outside, though ozone is a much bigger issue than sulfur dioxide here, since we stopped burning coal.