At Havana José Martí airport, passengers connecting between two international flights can usually stay in the transit area without going through immigration. If you connect from an international to a domestic flight, you enter the country here: you go through immigration and collect and re-check your bags.
The airport has 3 terminals or concourses (Terminal 1 (domestic), Terminal 2 (Bahamasair, Cayman Airways, Condor, Edelweiss, Southwest), Terminal 3 (most international airlines)). They are not connected after security: changing means going through security again.
Connecting passengers go through a transfer security screening.