My brother lives across the country from me, and we haven’t lived together since we moved away from our parents. So how does whitepages.com know he’s my brother?
Databases are the general answer although it is hard to be more specific than that for individual cases. Sites like Whitepages.com, Spokeo and Intelius crawl lots of different types of databases to attempt to make family matches. All it takes is someone to have an association in one of them to show a probable match. You don’t need to create the match yourself because it is bi-directional. Your brother or your parents could have filled out something that suggested the relationship.