Question

Unicellular organisms exchange gases with the environment. How?

Answer 1

single celled organism are aquatic and there cell surface membrane has a sufficiently large surface area to volume ratio to act as an efficient gas exchange surface

Answer 2

Unicellular organisms do not breathe in the typical sense, but they respirate by allowing oxygen to enter the cell membrane through the process of diffusion. Because they are so small, they do not have the organs, pores and entryways to breathe like multicellular organisms...
Hope this helps you..