In your case, $u$ is locally in the fractional Sobolev space $H^{2s}$ (inside $\Omega$), and globally in $H^s$. The latter is either an assumption (in the weak formulation of the problem) or a proposition (when a different notion of a solution is used). The former follows already from the result given in Stein's book:
E. M. Stein, Singular Integrals and Differentiability Properties Of Functions, Princeton University Press, Princeton, 1970.
Similar questions were studied in much more detail by Xavier Ros-Oton and Joaquim Serra (with smoother $f$, though) in their paper:
X. Ros-Oton and J. Serra, The Dirichlet problem for the fractional Laplacian: regularity up to the boundary, J. Math. Pures Appl. 101 (2014): 275–302.
You may also have a look at the survey paper:
X. Ros-Oton, Nonlocal equations in bounded domains: a survey, Publ. Mat. 60(1) (2016): 3–26.
The first paper which deals with boundary regularity of $u$ is likely due to Krzysztof Bogdan:
K. Bogdan, The boundary Harnack principle for the fractional Laplacian, Stud. Math. 123(1) (1997): 43–80.
You can also find these references in my survey:
M. Kwaśnicki, Fractional Laplace Operator and its Properties, in: A. Kochubei, Y. Luchko, Handbook of Fractional Calculus with Applications. Volume 1: Basic Theory, De Gruyter Reference, De Gruyter, Berlin, 2019.