When boxelder bugs invade your home, they hide in attics and wall voids, but do not reproduce inside. They don’t bite and they don’t cause any damage, except they can stain things if you squish them. Once in a while, they will come out and wander in search of food/trees on a sunny winter day, but they otherwise just hunker down until spring, when they travel back outside. If you harm or threaten them, they can release a stinky substance as a defense, so it behooves you to stay on their good side.
The best defense to keep them out of your home is caulking windows and doors, and repairing any screens with holes which might allow them to get in. Now is the best time for this preventative measure, before the cool fall weather really starts.