how does transport of gases take place between lungs and cells

The exchange of gases between alveolar air and alveolar capillaries takes place by diffusion. 

Diffusion is the spontaneous movement of gases, without the use of any energy or effort by the body, between the gas in the alveoli and the blood in the capillaries in the lungs.

Oxygen absorbed by the blood in the lungs is transported by Red Blood Cells (RBCs) as oxyhaemoglobin throughout the body by means of arteries. Carbon dioxide from the tissues is transported to the lungs by the blood via veins in two ways:

• As bicarbonates dissolved in plasma
• In combination with haemoglobin of RBCs as carbamino-haemoglobin

The terminal blood vessels or the capillaries transport oxygen to the body cells or tissues, where oxygen diffuses through their thin walls. Likewise, the capillaries pick up carbon dioxide released by them.