These 'holes' im assumeing you mean ports and you want to know how to find them? Use a port scanner...
Each port is kinda like a service that waits for commands to tell a program or (ect) what to do. In order for someone to get past a FW they'd need to trick the FW into thinking that its getting normal traffic and from a trusted IP.

Someone could also get trojans that can mail you the port/ip then listen on a port and wait for connections and commands and if needed it can sometimes even dissable some of the common FW.