With high powered radio transmitters.
The same way you can use your car radio to tune into a radio stations miles and miles away.
Big radio receivers here on earth can pick up the signals that those space craft are sending out.
The mars Rovers can be a bit more complex, since this radio communication needs a direct “line of sight” so if earth is on one side of arms, and the rover is on the other side of mars, then mars itself blocks our radio signal. So the rovers will first send their signal up to a satellite orbiting mars, and then that satellite will pass the information back along to us.
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