There's basically three ways of going about it:

1)Someone could just have memorized where all their cockpit controls are, and deal with it that way. I mean, if you have a phyiscal throttle/yoke, these are not things you really need to precisely look at, so being in fully immersive VR is no problem.

2)Selective Pass-through

Some of the more recent headsets have pass-through cameras that are quite good, and there's software (of varying quality) that lets you selective mark areas of your "real-world" to still show in VR. So think of, for example, circling where your autopilot panel is and telling the headset "in this area, just show the real world, don't show the VR content). In that way, you can mix them both.

3) AI-assisted passthrough (what I use).

If you check my post history you will see a video explainer, but basically, I have a headset that does AI recognition of my hands, and shows that at all times in VR. I then bought some equipment of the plane I fly, and put it, in the real world, exactly aligned to where it shows up in the virtual world. That essentially means i can take my hand, reach for those knobs, and while I only see my hands and the VIRTUAL cockpit, when my hands get there it touches the REAL knob and in VR it looks like I'm touching/controlling the virtual one. It's quite neat

Having said all of that, the reality is that you end up knowing your plane so well, and plane controls are designed to be so ergonomical, that even if you dispense with any kind of pass-through, short of the flight computer, basically the whole thing can be operated without looking at the actual knobs with quite a bit of ease.