They install sophisticated bugging devices. For years spies have been bugging places. But now they don't even need to bug a room. Now they can eavesdrop from outside a building, using high quality electronic equipment. It's called electronic eavesdropping.
Spies get top secret information from companies through industrial espionage.
They can bug a place with microphones or eavesdrop electronically outside. I'd probably turn up the radio. It would probably turn out to be a false alarm anyway. One of the best ways to discourage crime is to get neighbours to watch out for unusual activities in their area. This cooperation between neighbours is known as a neighbourhood watch scheme.