If they arrive by bus, the bus actually drives into the stadium and through a tunnel under the stadium.
I think some do drive themselves though. I think the player entrance is on the North East side.
I was at the Cowboys locker room one time. And some motor cycle cops were driving with flashing lights so everyone would go the the side of the tunnel, as a bus was driving down it. The security guard who was giving me a personal tour to areas some don’t get to go to, said all buses get escorted in.
it was some college team that was playing there that evening.