Put another way, how do you do history? I study the 20th century so I draw on secondary literature, oral histories, testimonies, government archives, personal archives, and organizational archives. But I am curious to know how people who study ancient events, peoples, and societies wrestle with sources.
This is something that's going to vary wildly between cultures and time periods, but I touched on this with regard to the Bronze Age in What are our sources for the history of the Hittite Empire?, and there's a great AskHistorians podcast episode starring u/Daeres on the Neo-Assyrian state archives.