They're usually sent advance copies prior to publication - the print run is usually done some time before the actual release date and those who are sent review copies are usually under some sort of legal agreement not to release their copies to anyone.
Sometimes it's the publisher who sends out the copies, to carefully selected media, especially in the case of the big sellers. Lesser authors' books are often offered free to reading groups as review/proof copies. They usually look just like the finished edition but with some minor differences in artwork and a notice to the effect that the book cannot be sold on.