All cells have a cell membrane. This membrane controls what goes into and out of the cells. Some substances, such as gases and water, can pass across the membrane easily by diffusion. However, other substances, such as glucose, need to be transported across the cell membrane. This is why the membrane is partially permeable - it controls which substances can travel across it easily.
Oxygen will diffuse from a high concentration at the alveoli in the lungs, to a lower concentration in the red blood cells. This is a passive process, which means it does not need energy. The oxygen diffuses across the partially permeable membrane of the alveoli cells and the capillary wall, into the red blood cells to be carried around the body.
Osmosis is the net movement of water molecules from a high concentration to a lower concentration across a partially permeable membrane. Osmosis is a passive process so does not require energy.
Some substances that need to get into cells get there by active transport. This transport process moves substances against the concentration gradient - the substances move from a low concentration to a higher concentration. It requires an energy input. Glucose can be taken into cells by active transport if the concentration of glucose inside the cell is already quite high. This requires carrier proteins.