Blood is made of many components, one of them being red blood cells. These are responsible for carrying oxygen around the body. Haemoglobin is the protein molecule within red blood cells that binds to oxygen.
In our lungs, we breathe in the oxgyen into small tree-like structures called alveoli right at the end of the lung tissue. The oxygen diffuses across these thin walls and across the thin walls of the blood vessels. Once in the blood, they bind to the haemoglobin forming oxyhaemoglobin which can then be taken to the organs of the body.