Most residential forced-air systems don't bring in air from outside (intentionally at least). They recirculate the air in the building through the heating/cooling unit (typically a combination updraft furnace with AC evaporator sitting on top).

Modern systems (since late 80s, maybe?) have return air ducts so that you get even heating even if interior doors (e.g. bedroom doors) are closed, but older systems may only have one return vent per floor or even just a single one in the house, and depend on gaps under doors and such for return air circulation.

Bigger commercial forced-air systems have had exterior air intakes and heat exchanger systems for a while, but are pretty new for residential (I've never seen one in the wild myself).