I saw, it has long (about 1 inches) long hair on his body.
The hairs you refer to may be urticating hairs, which can cause extreme itching & irritation. Without a picture of the caterpillar, I can't say for sure though; out of extra precaution, let's just assume they are (until an image is provided).
Are they dangerous?
As long as you don't let the caterpillar hair come into contact with your bare skin/body, there should be no risk of harm. That being said, be mindful of indirect contact; i.e., perhaps picking the caterpillar up with your shirt sleeve, the hairs now being on the sleeve, then you wiping your face with your shirt sleeve later in the day. See here for more information, including treatment, should said exposure ever occur.
Do they bite?
Caterpillars do have the ability to bite, however, their bite isn't strong enough to pierce human skin. Nothing to worry about here..
How to get rid of them?
To "get rid" of the caterpillar, I recommend getting a hard, thin surface - such as a piece of cardboard - ushering the caterpillar onto the surface, and then placing the caterpillar somewhere safe outside. If the caterpillar is in the process of molting, relocation can easily kill it, so please be diligent when attempting to relocate.