Insects breathe through tiny pores called spiracles present along side of their body and these pores are attached to tracheal system inside the body.
Tracheal system consists of a network of air tubes called tracheae that open outside through spiracles. Oxygen rich air rushes through pores into the tracheal tubes, diffuses into the body tissue, and reaches every cell of the body. Similarly, carbon dioxide from the cells goes into the tracheal tubes and moves out through pores.