Post a picture of what you have done.
The siding was suppost to come off, a round hole big enough to have the vent slide in and be flush with the OSB with a hole saw. Nail the nailing fin then if it makes you feel better you can use Tyvek tape or seal sealing window tape around the flange. Then the siding goes back on.
There is another type of vent that is a flush mount but there's differant ones for every differant profile the siding comes in and they can only be mounted right at the lap in the siding. Main reason I just never use them is they look like poop, can leak, restricts where it can be mounted.