2001 Ford Focus Overheating

I forgot to put water in my car and I took a 2 hour trip. The engine begin to give a burnt smell and it also began to smoke. I filled it with water and the smell and smoke stopged. the moment the smoke stopoed the temperature gauge began to tell me that the vehicle is starting to overheat. Did I ruin a sensor, thermostat or waterpump. Should I drain it and fill it with coolant. If so, is there a particular coolant I should add or does it matter.