Technical terms here, they were organizing under the absolutism that was the tsarist state. To answer your question, many radical groups organized in secret, there were dozens of anti tsarist organizations, most deriving origins from the aristocracy. The bolsheviks (and they don't exist as a separate group from the RSLDP until 1913) did not organize much at all inside Russia until the 1905 revolution resulted in more open political organization being allowed. Remember lenin's goal in WITBD is to go back to Russia and win reforms necessary for legalizing the Russian SLDP. Lenin's group in fact looks moderate compared to the amount of political violence some of the other groups are doing. The situation was extremely unstable, and foreign powers did not mind radicals of their competitors operating inside the country.

Organizing among a small group of exiled radicals outside the home country then going back and organizing during a period of spontaneous instability was the norm for 19th century continental Europe. In Russia especially we forget often lenin's continuity to older pre Marxist radicals like Lavrov and early Russian Marxists like Plekhanov , the first of which he kind of transcends by going to the German SPD.