I think, like other people have said, it's mostly on the honor system. One of the girls from my high school rushed at the same time as I did, and she knew that one of my Rho Chis was a Tri Delt because they worked together -- but she kept the secret.
As for knowing which girl was in which sorority by looks -- I think it depends on the size of the sorority system. For small-to-medium-sized systems I think this might be true, but the bigger it gets (both in terms of numbers of chapters and number of girls in the chapter), the more difficult it is. Here I think it is pretty easy to narrow it down to two or three chapters, but generally pinpointing the exact one is tougher. Going through rush, my rush group had three Rho Chis. We thought the Alpha Phi was a Theta, the Theta was a Chi O, and the Tri Delt was a DG or a Kappa. One of the things I love about my sorority is that there really isn't a "Tri Delta look," so none of the rushees ever guess that our Tri Delt Rho Chis are Tri Delts -- in the past two years they've guessed our girls were Kappas, DGs, Gamma Phis, AXOs, Thetas, Pi Phis, and probably more.
And yes, some of the Rho Chis do things to purposely throw the girls off.
