They know this like they know all other realityand using the same qualit yof evidences and the same forms of logic by which the yindividually establish the existenc eof all their realaity.
They correctly claim this as knolwdge not belief. As i said the only arguable point within such knowedge is the nature of a god or gods and an acceptable definition of one. SOme argue that the definition of god sets such a high standard as to make it impossible for such a being to exist, but that is not a realistic argument.
The word god has many diverse and acceptable parameters in human language and this applies even to the christian variant.