You can get insurance through the national marketplace, this was put in to effect with the ACA. The biggest problem with that though is the cost can be insane (single person, $800+ month). Usually why people go through the company is it is much cheaper (I pay about $60/month premium for just me).

It is usually cheaper because either a company "self funds" or they have a large number and better leverage with insurance companies. If you're a business owner, you work with brokers who will try to find you the plan that best suits you or your company's needs. Finally retirees will either have insurance through their pension, or will use Medicare which is another government provided insurance for people over 65.

I know that probably raises more questions but hopefully that's a start.