Bringing a fly into footage

The first problem is the footage of the fly. You'll have to have an easy way to remove the background or you'll have to create the fly using a 3D model.

The second problem is perspective. If you shoot an extreme close up of a fly so that it's nice and big in the frame then the camera is probably going to be very close to the fly. If the fly is 3 inches from the camera in their solo shot and you want the fly to appear to be 3 feet from the camera in the composite then the perspective will not match.

The third problem is matching the motion of the shot. The easiest way to do this is to shoot a static master shot, don't move the camera, and then motion stabilize the shot of the fly. Then animate the position of the fly. Then you'll add motion blur and other things.

If both shots have a moving camera then you'll have to motion stabilize both shots, animate the fly's position, then put the motion back in the master shot and add the camera motion from the master shot to the animated fly. Pretty easy to do with a null, parenting and some basic expressions.

In all cases, you'll need to match the lighting (soft light is easiest) and possibly create a shadow for the fly.

If the fly is just buzzing around in the air then it is going to be incredibly difficult to remove the background but much easier to animate the position of the fly.

If the something in the shot needs to pass over the fly, like someone's hand, then you will need to do some roto.

All of these kinds of questions have to be answered so you can properly set up the shots to start with. It takes some planning.

A detailed description of your master shot and the action you want to happen in the frame would be helpful. Your question is way too general for a specific answer. Better yet, if you have already shot the master scene sow it to us. Compositing always takes planning. There is no magic button that will make this kind of a visual effects shot magically work.