Mosquitoes have a 6-tube system in their "snout". It's a big big needle with 6 parts to it. 4 of those parts are used to pierce the skin of the human. The other 2 parts are 2 tubes. One of those tubes sends saliva from the mosquito down into the human. The other sends blood up from the human into the mosquito.
Now, unlike some viruses (like dengue and Zikka), HIV cannot replicate inside a mosquito. HIV replicates inside human T-cells...there aren't any of those inside a mosquito gut. Eventually the HIV is destroyed and never makes it to the saliva of the mosquito - so the mosquito can never infect a human with HIV.
