How did they get marble sculptures to be so smooth?

They probably used pumice stone or some other fine abrasive and then polished it by hand with soft leather. It's amazing that they did this, isn't it? And nothing more beautiful has been created since Michelangelo created his David or Pieta.

It's the same for any sculpture --

You start off with a rough grade sandpaper and you smooth down all the heavily damaged/chiseled parts.

You then move to a medium grade sandpaper to smooth smaller things out, and then finally a very fine grade sandpaper to finish things up.

Then, all you have to do is polish it smooth with a rag.

Marble takes a smooth finish well. They used files and sandpaper.

Wire brushes and harder stones were used, back then, to smooth marble, in addition to sand and other abrasive powders and certain types of acids.

With chisels, files and a lot of patience.

there are different kinds of sanding methods, i believe that some involved using water.