OSM Data in QGIS

The primary method is through the QuickOSM Plugin.
This plugin allows you to create queries, for example, to fetch OSM data based on tags within a specific area (bbox).
Ultimately, these queries are executed via the OverPass API.

Example

Below are two images (click on the image to enlarge). A very simple query for sport=hockey:

qgis-quickosm-query

And the result:

qgis-quickosm-result