They can come in with you, on your clothes in or on bags etc.
Unless you have an airlock entry system with strip and new clothes etc.
They will also come in through any gaps and there are few constructions that are 100% sealed. There are tests that can be done to check this.
As for vents they are easy routes for insects, unless there are grilles or filters on each vent which have to be fitted properly - any gap and they get through.
As for HVAc, that depends on the system, if there is a heat exchanger to prevent outside air and inside air from mixing then insects cannot cross but if the outside air is heated or cooled and there is no filter or the filter is damaged or poorly fitted then insects can get through.