To answer this question you need to consider types of sources for information:
Primary sources would be from the time period itself. These can be people writing about it (ex. Pliny the Younger writing letters to Tacitus about the eruption of Vesuvius), objects/art (vases, mosaics, etc) from the period, architecture, and even bones.
Secondary sources are people from later time periods (anywhere from 100 years later to now) writing about the time period based on their own research.
By combining these two things with an emphasis on primary sources historians can come to an ever-evolving understanding of what historical periods were like. This knowledge is always being added to whenever a new study/artefact comes to light.
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