If there’s really truly nothing, then it remains opaque. But often we have something to work with; maybe we do know some languages which were spoken in the area and can try guesses about whether this is an alternate alphabet for a language we do already know. Or sometimes we have a few symbols from some native speaker who wrote down something in the presence of a person who knew another language and is able to give a starting point.
Here’s an documentary about how they deciphered Mayan:
https://www.imdb.com/title/tt0496253/
And here’s a book about the decipherment of Linear-B:
*The Riddle of the Labyrinth: The Quest to Crack an Ancient Code*, by Margalit Fox
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