The ways are MANY
light vision. Just because their world is naturally dark, does not necessarily mean they are blind. They might have perfectly functional eyes, for use when they go shopping (a.k.a. interdimensional raid of Death and Destruction)
Sound. As most blind creatures do, it has excellent hearing able to pinpoint direction and range and rate of movement (doppler, yo!) of anything within many hundreds of feet. Yes, this includes the sound of heartbeat, so your Ninja troops are quite detectable.
Olfactory. It can, of course smell you. And what you had for breakfast 3 days ago. And that you walked past a cigarette smoker yesterday. Chesterfields, i think.
Ground Vibrations. Each time you move, you thump the ground. These ground vibrations, similar to sound in air, radiate away in all directions. Just much faster, and further. With the good vibration sensors in its tertiary railroot, it can determine that you are wearing Nikes today, not Reebok.
Body Heat. Remember that an active human is a 300-watt shining Infrared glowtorch! This IR light conveniently passes through fog, light plant cover, etc. that would obscure visible light.
Electrical senses. Similar to fish, any decent Being has an electroreceptive organ that can determine the least potential differences in its environment. Although, this does tend to be somewhat useless in an Air environment, but if you should enter the water, your own nerve impulses will guide Them to you.
(also very handy in melee combat. The Horror will be able to sense your nerve impulse moving towards your muscles, and react to it, before your own muscles even get the message!)
Magnetic disturbances. Silly human! As with all of your species, you are carrying devices made of ferromagnetic metal, and even better devices that operate by moving currents of electricity. These positively glow to any being with modicum of magnetic sense.
gravity. For those Beings that normally sit Very Still, or move through empty space, there is the gravity sensor. Not very quick, not very accurate, but impossible to hide from.
All the above senses are, of course, secondary to the naked shining light that an uneaten Soul shines forth. We are talking of Eldrich Horrors from Beyond(tm), and obviously they will be sensitive to such tasty tidbits entering their domain.