Yes for some people they have a really good immune system and rarely if ever get sick with colds or flu viruses.
And it's possible for those people to be exposed to the flu or cold virus and not get sick from it because they built up an immunity to the flu and cold virus.
Most people who do get exposed to the flu virus or cold virus always catch it and then start feeling bad as soon as the same day or within a few days of getting the exposure to the flu or cold virus.
Getting a flu shot can help protect you from the flu and after I started getting the flu I rarely get the flu even when being around others who have the flu.
You still might get a flu from someone even with the flu shot but your chances of getting the flu when you have a flu shot are lower.
The flu shot really does help and is worth getting.