As someone else has mentioned, the limbs of arthropods, including but not limited to bugs, are hydraulic rather than pneumatic. They operate through moving liquid around, not compressed air.
The answer to the question I think you’re asking is that arthropods have hearts, just like humans do. And just like humans, those hearts are what provide the force and the energy to keep their “blood” moving. (The substance that serves a role very similar to blood in arthropods is called hemolymph, not blood.) And just like we do, they have nervous systems, which control the opening and closing of various valves, which accomplishes movement.
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