1) Bury a massive amount of liquid xenon deep underground.
2) Listen carefully for several years
3) Examine the data for several years after that
4) Find a single detection which could be recoil energy from a weakly-interacting massive particle hitting a nucleus of xenon
Now everyone else who has an experiment using liquid xenon knows what the energy signature looks like and can reexamine their data and maybe find detections that they didn’t even know were there.