This one is easy.  They send it to themselves, either by emailing themselves and adding all their potential victims to the BCC list (blind carbon copy – no one else can see the details of the others emailed), or by emailing themselves at a different email account.  Here’s an example:

Subject: PAYMENT SOLUTION,
From: Us Consulate <us.consulate.off@gmail.com>
To: Us Consulate <us.consulate.off@gmail.com>