Thrips, fungus gnats and spidermites are the big 3 indoors. Each has differences in how to control them with some commonalities. I would research control of those 3.
Well idk about you but my house is not air tight...their the size of a ball point pen tip, how do ants or roaches get in your house? unless its sealed tight their is always a way for pests to get in
Yes they can be brought in many ways....pets, clothing, fruits, vegetables, etc.
Most pests are brought in on your clothes or clones. Keep your growroom clean and you should have no problems. I have always hung a "no pest strip" outside my tent as sort of a pre emptive strike. Haven't had a problem with mites or thrips for years.