We leave my dog outside all day, but he is continuously given water with ice, has two dog houses and his kennel is under the shade of a few trees. It's better for him to be free to roam outside than to be in the warm, stuffy house.
It's definitely not a good idea to leave any animals in a car in this heat, regardless if windows are rolled down or not. Even with windows down, the car can be stifling!
Take care of your pets!