There are a variety of different bugs in Animal Crossing: New Horizons. They are all over your island, and many of them can be found on the other islands you visit. Some of them are hiding from other residents, like a leak.
The flea is only found from April to November in the northern and southern hemisphere, and you can capture it any time of the day. You will notice this in a flea infested villager who has a grain leaping around them as he walks around your island, and they usually comment on something that is bothering them. It's random who gets it, so your best bet during the months that you can capture a flea is to visit and speak with all the Islanders you live with to see if you notice one.
When you do, pull out your trusty net and try to catch it as it leaps through the air. After capturing the chip, the villager you picked it up from will comment on it and you can take it to the museum to add it to your collection. You also have the option to sell it, but that goes for very little, so you might not want to look too much for it after adding it to the Blathers storefront.
There are a lot of bugs to catch in the game. Many of them are limited to specific times of the year, times of the day, and a handful of tree stumps on your island require special conditions. . Always be on the lookout for other bugs to catch and always have a net handy.