My understanding is that their machines need to be cookied. For this, they need to go to a page with Munchkin code (or a Marketo LP). They can do this through clicking through an email.
Once their machine is cookied, you will know where they go on your website (assuming the page has munchkin code on it, if a page does not, you won’t be able to track their movements on that page). Once they fill out a form, you will know who they are and associate that with their web behavior. Before they fill out a form, it appears as anonymous website activity.
Hope this helps!