By holding a bag below them when they pee or pipetted from pooled urine on leaf litter

Full quote:

Urine from individually identified chimpanzees was collected opportunistically and non-invasively using a pipette from fresh and dry leaf litter. Chimpanzees predictably urinate just prior to leaving a fruit crop and can often be seen preparing to do so by climbing to a lower branch of a tree. Urination on the ground is often accompanied by defaecation, and in these cases, urine was pipetted from pools in the leaf litter opposite the faeces. Samples were only collected on dry days, since rainwater on understory leaves cannot be visually differentiated from urine. Urine may also be collected directly from underneath urinating chimpanzees by holding out a clean disposable plastic bag placed over the end of a forked branch; urine samples collected from leaf litter were previously shown not to significantly affect measured hormone levels relative to samples collected using a plastic bag