The system itself does not transport air from outside to inside or vice versa. It does not generate any negative pressure, which would then draw air in from somewhere else in the room - this is precisely the advantage of a split air conditioning system. Only refrigerant circulates through the hose between the indoor and outdoor units. The indoor unit only cools the existing room air.

This means that fine dust or insects cannot get in through the system itself. The hose is routed through an open window. How clean you make the window seal around it is up to you ;-) It comes with enough accessories. I simply use a cloth that I stuff into the existing gap.