The respiratory apparatus in insects consists of a system of tubes, called tracheae, which directly ventilate the tissues. When an animal actively moves air to the site of gas exchange, it is called ventilation. The tubes act similarly to a closed circulatory system of blood vessels which divide and branch out into smaller and smaller tubes extending into all parts of the insect like plumbing pipes.
The insect has openings called spiracles scattered throughout its body, which are the openings to the tracheae. In small insects, gas exchange occurs by diffusion only. Larger insects will actively pump air into the tubes.
Aquatic insects must seal their spiracles when they are under the water to prevent flooding their tubes. Amazingly, some aquatic insects even have specialized spiracles that can puncture underwater plants and access their plants' oxygen storage centers. Think of it like an underwater vampire bug that sucks oxygen.
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