By giving up their independence. You can get mony by approaching venture capitalists, publishers, investors, banks, etc... But you'll no longer be 'an indie', you'll be working for these people so they get their ROI.Speaking of which - how do these individuals manage to get $ millions in start up funds ?!
Smaller indie projects are typically funded by their founders themselves -- their personal savings accounts, re-mortgaging their homes, getting personal loans, etc.
Personally, I put away a decent chunk of my paycheques for a few years, added on a decent redundancy pay-out, and then worked as a contractor at the same time as 'being indie'.