I am not sure if you mean carbon dioxide instead of oxygen, since plants take in carbon dioxide from the air and, together with water, convert it into oxygen and sugar. The process is called photosynthesis. There is however also a reaction where oxygen is used from the air in order to make sugar. This happens when the plant has no light to use as energy source.
You are asking how the gas enters the plant. Carbon dioxide (and oxygen) cannot pass through the waxy layer covering the leaf but it can enter the leaf through an opening called stoma (the stoma = Greek for hole). Oxygen, produced during photosynthesis, can also only pass out of the leaf through the opened stomata.
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