Describe how oxygen in the air reaches capillaries surrounding alveoli in the lungs. Details of breathing are not required. (AQA Biol. 2016)

Oxygen diffuses from the air where it is present at a higher concentration and pressure, to the lungs where it is at a lower concentration and pressure - we say it moves 'down' these gradients; high to low. (Diagram to illustrate gradients.)
Oxygen within inhaled air moves through the bronchus, through the bronchioles and to the alveoli where it diffuses across an 'epithelial-endothelial' barrier to move into the capillaries from the alveoli. (Diagram to show simplified lung structure.)
The alveolus sphere is composed of just one layer of epithelial cells and the capillary tube is composed of just one layer of endothelial cells, therefore, oxygen can cross these barriers via simple diffusion. (Diagram required for understanding.)


N.B. This much detail is not required for a question such as this but, one must understand fundamental mechanisms before adding detail and simplifying.