If we enter and exit through the emergency exit, then how come when the door is opened for the air bridge the slide does not inflate?
Take a look at the evacuation slide wiki page for full details. 

As a part of the preparations for takeoff the flight attendants will arm the doors. This usually means moving a lever on the door. 

If the door is armed when it is opened the slide deploys. If it's unarmed it doesn't.