Stink bugs invade your home because they are looking for a warm place to hibernate for the winter. Once inside, it is very difficult to get rid of them permanently.
Stink bugs can enter your home through open doors or windows, but can also squeeze through the tiniest crack in siding, between window screen and frame, chimneys, attic vents, dryer vents, and the list goes on. Basically, the only way to keep them out is to seal all cracks and openings into your home. Weather stripping and silicone caulk may create the barriers needed to keep them out.
If you find single stink bugs in your home, simply grab it with toilet paper and flush it. Squishing them will release their stink. If you vacuum them, an odor will continue to remain in your vacuum, the hose, the motor and any attachments. The best way to kill them is to have a jar of soapy water on hand, knock the bug into the water and screw the lid back on.