Haemoglobin is a protein present inside human red blood cells and it's main function is to transport oxygen.
In the lungs carbon dioxide is removed from the blood and oxygen taken up by the haemoglobin in the red blood cells.
In other words Hemoglobin in the blood carries oxygen from the lungs to the rest of the body (i.e., the tissues). There it releases the oxygen to permit respiration to provide energy.