Every tissue in the body is loaded with capillaries, small blood vessels slightly larger than red blood cells. Coursing through the capillaries you find blood plasma transporting nutrients to the tissue and removing waste. Red cells slip by single file releasing their load of oxygen and picking up carbon dioxide for return to the lungs.
And amongst the red cells is an array of specialized cells - neutrophils, platelets, monocytes, lymphocytes - ready to spring into action at the slightest nick of the skin.
To see how immune cells become involved when we get a splinter or a scratch...