When you take a breath a muscle in your lungs called the diaphragm contracts, pulling air into your lungs. Oxygen enters through the nose and into the nasal cavity and into the pharynx then it goes through the voice box (larnix).
Below the larnix is a tube called the trachea that splits into two tubes called the bronchi. The oxygen from your breath goes into these tubes that split into smaller tubes that each lead to a small sack called an alveolus in the lungs. Around each of the alveolus there are capillaries that lead to the veins and then into the heart. In the capillaries, oxygen is exchanged for carbon dioxide which is blown out of your body.