There are two ways drywood termites to begin infesting a house.  By far the most common is by when they fly in and find a good place to live (in an exposed piece of timber).  The second way is for a colony to hitch a ride.  Often this happens when they come in with furniture, even in new furniture, but just about any lump of wood can do it- such as a bread board, ornament or violin.  I've had reports of new hollow-core internal doors being installed with drywood termites already in them. 

Inspection is the only way to know that you have them.