The obvious answer is that you bend the metal of the connector so that it holds the wire in place.
This doesn't seem very satisfactory. Metal always retains some flexibility, even when bent beyond its yield point. No matter how hard you squeeze, there'll be some rebound when you release the pressure, which should result in a loose joint.
After having had a bad experience trying to crip a lug some years ago, I recently faced the need to do this again. So I bought a moderately expensive ratchet based crimping tool. And, rather to my surprise, it actually works.
But that doesn't answer the question of how.
Sylvia.