They don’t. they capture the waste heat from the gas turbine and use it to make steam to spin another turbine. A gas turbine is ~40% efficient, add in a HRSG to make a combined cycle plant and you can get up to ~60%. You don’t even need a gas turbine to use a HRSG, any exhaust stream with enough heat will work, a boiler plant or similar.
https://en.wikipedia.org/wiki/Heat_recovery_steam_generator
https://en.wikipedia.org/wiki/Combined-cycle_power_plant