How does data get on the microchip after manufacturing?

In the case of an EPROM chip - The chip is plugged into an EPROM (Erasable Programmable Read Only Memory) machine.

Each microchip has a small amount of memory, and the EPROM machine effectively writes instructions to the chip's memory. These machines usually program large batches of chips at the same time. This set of instructions is permanent unless the chip is re-programmed.