Bites from non-venomous insects are the result of an insect attempting to feed upon a person's blood. Non-venomous means the insect does not inject poisons through its bite.
Venomous insects bite or sting people as a way to defend themselves. They inject a poison (venom) into a person through their mouth or stinger which causes a reaction.
Being stung by a bug is often just irritating and doesn't require medical treatment. But kids who are highly allergic to stings may need emergency medical care.