They get all X-RAY images of bags sent to their systems so they have an idea what is in each bag arriving at the Airport. If they find something suspect on the X-RAY then will then check the passenger who checked the baggage in at example Rome CIA. Once you’ve come through the border customs officers will watch via CCTV or in person to see if you collect the baggage up and when your exiting the baggage hall through the customs channels they will pounce on you and search the baggage.