Non polar molecules pass through cells plasma membrane. Oxygen will diffuse into a cell for respiration. The CO2, waste product will diffuse outside the cell according to the concentration gradient.
So required oxygen is supplied to the cells as we breathe in and waste carbon dioxide is exhaled.
Millions of alveoli and blood capillaries facilitate this life giving exchange.
Once in the capillaries oxygenated cells circulate to entire body. Deoxygenated cells diffuse out as they return to the lung circulatory/respiratory system.