Malicious actors have many ways to compromise one's computer, but the tried and true method is to first get physical access to the computer.
Do you have a reason to be suspicious of someone accessing your system? You don't have to give us specifics since we don't know what kind of situation you are in... but a few more details from you would be helpful.
In the meantime, physically inspect all external ports on your system, especially USB ports and memory card ports if you have them. If there's a USB drive you don't recognize, that's a very big problem. There also could be a wireless device on a USB port that sends and receives data. These devices can be extremely small and low-profile, designed not to stick out, so look carefully.
Malicious drive can also be place inside your computer, so trace each drive from all your SATA ports as well.