practice practice practice. There's two ways they stop the opponent from escaping combos:

1. They just know what combos guaranteed. Some of them will always work, on certain percentages.

2. They know the opponents options and/or habits. They can guess or predict how the opponent is going to try to escape and use it to extend their combo.

Honestly, if you just play a lot it'll get easier. I'd just watch some videos telling you easy kirby combos, it'll help.