The Russians have a variety of ways of obtaining information. Say they want to target someone who they know will be staying at a certain hotel. There are ways for them to gain access so they can plant whatever devices they need.

Fire inspectors could come by and tell the owner that their hotel is violating safety regulations, and would need millions spent on it to be in with a chance of not being shut down. There would be one solution for them of course, which is to let the intelligence agencies have access to the rooms where certain individuals are staying. It’d not be wise for a hotelier to resist the Russian state, so the authorities tend to get what they want. Once they have something, more soon follows as they know what weaknesses to go looking for.

The Russians don’t just know how to gather kompromat, but how to use it to influence their target. A middle-man could be asked to meet with them, and might innocently allude to what had been captured on the film. “By the way, Tania and Natasha send their best” perhaps. Or they may get a private email inviting them to download some choice moments.