They use a https://en.wikipedia.org/wiki/Trusted_execution_environment and iiuc claim that your client can confirm (attest) that the code they run doesn't leak your data, see https://confer.to/blog/2026/01/private-inference/
So you should be able to run https://github.com/conferlabs/confer-image yourself and get a hash of that and then confer.to will send you that same hash, but now it's been signed by Intel I guess? to tell you that yes not only did confer.to send you that hash, but that hash is indeed a hash of what's running inside the Trusted Execution Environment.
I feel like this needs diagrams.