Most of them work some sort of crappy day job. I know one guy that the day he finalized a script sale for millions of dollars was working as a temp and borrowing money.
The ones that succeed go home after that crappy job and spend hours writing. The ones that don't, don't.
I'm pretty sure pg has an essay about this using writing as an example. It goes something like "If you want to be a writer, you need to find time to write." Or something like that. I know for startup founders, and most other creative professionals, it's the same story: Find a way to work on the projects that matter to you. Maybe that means you get passed up for promotion at your current job, but you're not at your current job to climb the ladder anyway.
The ones that succeed go home after that crappy job and spend hours writing. The ones that don't, don't.