There are lots of water insects where the young stages live in water and breathe with gills (like tadpoles do) but live on land and can fly as adults. The adults must breather air like we do.  

dragonfly

Dragonflies hold their wings sticking out like this one

damselfly

Damselflies hold their wings folded like a butterfly

mayfly

Maylies have two or three long tails

mayfly-nymph

This is a mayfly nymph - common in ponds

damsel-nymph

This is a damselfly nymph - they eaty small pond animals

dragon-nymph

This is a dragonfly nymph: they can catch and eat tadpoles

 

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Updated 20 January 2021