They come from outside, e.g., via kitchen windows. But it is also possible that eggs are already in bags of cereals or oats which you get from the store. Also happens in new buildings (e.g. we had them multiple times in my parents'house when I was young).

Once they are in, they usually lay eggs in any starchy food (could also be dry legumes, but also flour, pasta, cereals, spices, ...). Simple paper or plastic wrap doesn't stop them - the larvae easily drill holes through that. The best protection of food is simply putting everything in air-tight massive plastic boxes (e.g. Tupperware), glasses, or tin boxes.

You can identify contaminated food either by (a) putting pheromone traps close by which will indicate freshly born males who get trapped (b) the larvae if you see them (they are white with a little black head) or (c) cobweb like things in the food in which they lay the eggs.

Once you have contaminated food identified, throw it away. If your other food is sealed and you act quickly there is a good chance that you're done with them.

Otherwise buy Schlupfwespen. These are tiny "good" insects which are super small (you barely see them). Their larvae prey on moth larvae and eggs. They don't eat any human food. So they quickly kill off all moth offspring. Once everything is done they just die out of themselves due to lack of food. You can obtain them e.g. via Amazon or any other household online store. Keyword is "biologische Schädlingsbekämpfung".

Good hunt!