The short answer is that they convert documents that are over 100 or even 1,000 pages long into a numeric representation of data and related context (vector embedding) and store them in a vector search engine.

https://betterprogramming.pub/how-to-build-your-own-custom-chatgpt-with-custom-knowledge-base-4e61ad82427e

2. Extending ChatGPT With LlamaIndex (GPT Index)
   LlamaIndex, also known as the GPT Index, is a project that provides a central interface to connect your LLMs with external data. Yeah, you read that correctly. With LlamaIndex, we can build something that looks like the illustration below: