Warm air is always escaping from your house, and is replaced by the cold air from outdoors.
The typical house has one to two air exchanges per hour, and more on windy/colder days. If your house needs more insulation or has a lot of air leaks, you are paying to heat the outdoors. If the air outside is smoky, soon the air inside will be too.
However, your house should not be air tight. Some air exchange is necessary because of things like exhaust fans, dryers, water heaters, furnaces, wood fires and etc.
In my next posting, I will offer some suggestions to minimize excess air exchange.