If I keep my orchids indoors, will I still get mealy bugs?

I just bought an orchid from a grocery store right before Easter. I live in Arizona and I keep my orchid in my room to liven it up a bit. My mom told me that a customer told her to not keep any orchids in rooms. So I researched a bit and found that orchids get attacked by bugs called "Mealy Bugs." I wanted to know if I keep my orchids indoors and in my room...will I still run the risk of getting these bugs?