Diphthongs are vowels that influence each other and become one syllable.
Diphthongs exist in English, too.
But in Spanish pronunciation, diphthongs can exit between two consecutive words; one that ends in a vowel and another that begins with a vowel.
Accuracy pronouncing diphthongs comes with familiarity of the Spanish language.
Listen to lots of native speakers to get a sense of how diphthongs are pronounced.