I guess they use synthesizers...
But here's something to read about the basics:
http://www.geocities.com/SunsetStrip/Un ... nsynth.htm
There's more kinds of synthesis than this particular one, just feed Google with "FM synthesis" or "additive synthesis". Now the basic waveforms can be generated with any decent sound editor program. And if you have some gear that has Filters, Envelope generators, and perhaps layering and tuning capabilties, you can program it to be your own synth, basically.
The Akai S-series samplers, at least the newer ones, have all these. That's why they have the reputation of being very "synth-like". But of course you can do all that with software as well.
Stilo.