How do scientists collect data about our solar system and the universe?

Through telescopes. We have more ground based telescopes than we have instruments in space, though we have also learned a great deal through some space missions, such as through the COBE & WMAP satellites.

Optical telescopes provide a wealth of information, but we can see further using radiotelescopes, and we can penetrate deeper through clouds of interstellar gas with infrared telescopes.