They're inserted into the sockets from inside by way of the hollow neck, before the head is attached to the body.
8 seconds sound clip from the House of Wax (1953) movie soundboard.
You can hear this line at 00:07:30 in the Blu-ray version of the movie.
Quote context
[...]
- Ah, I've never seen anything so exquisite.
- People say they can see my Marie Antoinette breathe, that her breast rises and falls.
- Look at her eyes, they follow you wherever you go. She's very real to me.
- You know, her eyes do follow you. They're made of glass, more's the pity.
- The exact size and color of the original.
- Forgive me, my dear, for discussing your intimate secrets.
- I'm sorry. I lose myself at times.
- Professor, if people knew what you have inside these walls, you couldn't accommodate the crowds.
- What you need here is exploitation, more advertising.
- That's exactly what I've been telling him.
[...]