Fresh air usually refers to air from outside.
There is a trade off between a well insulated home and one where there is not much exchange of air with the air outside.
If you live in a highly polluted area, the outside air may not be that fresh and clean. If you can, you may want to invest in air filters. Air filters may also be part of a heating system.
"A breath of fresh air" is an idiom that means something that is different in a refreshing way.