You could ask the same question of almost any historical claim.
As I have noted in other threads, people who study the past (historians, anthropologists, climatologists, biographers, paleontologists, Egyptologists, osteologists, etc.) often use sources and methods which are specific to their discipline that the casual observer would not necessarily think of, understand, or even accept as “proof.”
If I told you it were possible right now to sample the air quality on the planet from 5000, 10,000, and 20,000 thousand years ago and by comparing air quality then with the air quality now draw legitimate conclusions about changes in the planet’s air quality and composition, would you believe that were possible? A skeptic might ask, “how could we possibly know what the air quality was like on earth 5K, 10K or 20K years ago?” It is possible to know this. How isn’t really important…
Similarly, with regard to Sandow the details of how we know this don’t really matter; suffice to say there is ample definitive proof that Sandow engaged in "private posing" (again, it was not called that at the time) and any historian who is familiar with his life would corroborate it.