When she dropped the smoke bomb, James thought the worse before he realized that she was trying to get him out of trouble, so he let her pull him into an alley. Of course, he didn't really understand what she meant by a car or a blue box as ways to time travel, but perhaps those items could help him get to where he had originally been going.

"Don't know about using a car. I jumped through a portal to get here, but things aren't making a lot of sense. If I jumped back as far as you say, then the world shouldn't look like this. It should look..." It should look more like the ruins from a war.