The very short answer is that they don't, at least not in the original film/s. They know that another immortal is nearby (courtesy of their 'immortal radar'), but until one or the other reveals themselves as being ready to fight, that's all they know.

MacLeod, for example, fights a Zulu warrior in the Highlander novelisation. Kastagir tells him that the man is an immortal and MacLeod believes him. When he turns out not to have been an immortal, Kastagir has a good laugh at MacLeod's expense.

MacLeod was stunned. Hadn’t Kastagir said that this man was an immortal? Kastagir! MacLeod looked around for him, but it wasn’t until Cetewayo wanted to talk to MacLeod that he saw the Ethiopian. He was standing by the king.
Kastagir cried, ‘Cetewayo thinks you are a fine warrior. He praises you.’ The king nodded, as if to confirm.
‘Thanks a lot,’ replied MacLeod, sarcastically. ‘I could have killed him that way half an hour ago, if you hadn’t lied to me. You said the warrior was an immortal.’
‘A joke,’ smiled Kastagir, and though he obviously did not understand the words, Cetewayo nodded violently and shouted something in Zulu. The nation responded warmly. Kastagir said, ‘You know what great humorists us Zulus are.’

Obviously immortals might also recognise each other

• From past acquaintance. This which is how Macleod recognises Fasil, Kastagir and the Kurgan.
• From descriptions of their (non)deaths. This is how Ramirez finds MacLeod
• From their general poise and composure.
• Because there's no-one else around at the time.
• By killing everyone else in the vicinity (a technique favoured by the Kurgan)

Both men had been wounded many times during the melee, but still sat upright in their saddles, one at either end of the valley. Between them lay hundreds of bodies: the dead on either side.
The dark one, Kurgan, called to the Mongol ‘There can be only one!’ but whether the knight from the far Orient heard and understood was not evident from his posture or any gesture.

The very short answer is that they don't, at least not in the original film/s. They know that another immortal is nearby (courtesy of their 'immortal radar'), but until one or the other reveals themselves as being ready to fight, they're given no specific indications of which individual is an immortal although the original film script suggests that there may be some indication of range.

Striding past rows of cars. FOOTSTEPS ECHOING in the Garden's underground garage. MacLeod senses a presence. It's very close

MacLeod, for example, fights a Zulu warrior in the Highlander novelisation. Kastagir tells him that the man is an immortal and MacLeod believes him. When he turns out not to have been an immortal, Kastagir has a good laugh at MacLeod's expense. It's clear that Kastagir's continued presence means that his 'radar' is effectively non-functional.

MacLeod was stunned. Hadn’t Kastagir said that this man was an immortal? Kastagir! MacLeod looked around for him, but it wasn’t until Cetewayo wanted to talk to MacLeod that he saw the Ethiopian. He was standing by the king.
Kastagir cried, ‘Cetewayo thinks you are a fine warrior. He praises you.’ The king nodded, as if to confirm.
‘Thanks a lot,’ replied MacLeod, sarcastically. ‘I could have killed him that way half an hour ago, if you hadn’t lied to me. You said the warrior was an immortal.’
‘A joke,’ smiled Kastagir, and though he obviously did not understand the words, Cetewayo nodded violently and shouted something in Zulu. The nation responded warmly. Kastagir said, ‘You know what great humorists us Zulus are.’

Obviously immortals might also recognise each other in other ways;

• From past acquaintance. This which is how Macleod recognises Fasil, Kastagir and the Kurgan.
• From descriptions of their (non)deaths. This is how Ramirez finds MacLeod
• From their general poise and composure.
• Because there's no-one else around at the time.
• By killing everyone else in the vicinity (a technique favoured by the Kurgan)

Both men had been wounded many times during the melee, but still sat upright in their saddles, one at either end of the valley. Between them lay hundreds of bodies: the dead on either side.
The dark one, Kurgan, called to the Mongol ‘There can be only one!’ but whether the knight from the far Orient heard and understood was not evident from his posture or any gesture.

The very short answer is that they don't, at least not in the original film/s. They know that another immortal is nearby (courtesy of their 'immortal radar'), but until one or the other reveals themselves as being ready to fight, that's all they know.

MacLeod, for example, fights a Zulu warrior in the Highlander novelisation. Kastagir tells him that the man is an immortal and MacLeod believes him. When he turns out not to have been an immortal, Kastagir has a good laugh at MacLeod's expense.

MacLeod was stunned. Hadn’t Kastagir said that this man was an immortal? Kastagir! MacLeod looked around for him, but it wasn’t until Cetewayo wanted to talk to MacLeod that he saw the Ethiopian. He was standing by the king.
Kastagir cried, ‘Cetewayo thinks you are a fine warrior. He praises you.’ The king nodded, as if to confirm.
‘Thanks a lot,’ replied MacLeod, sarcastically. ‘I could have killed him that way half an hour ago, if you hadn’t lied to me. You said the warrior was an immortal.’
‘A joke,’ smiled Kastagir, and though he obviously did not understand the words, Cetewayo nodded violently and shouted something in Zulu. The nation responded warmly. Kastagirsaid, ‘You know what great humorists us Zulus are.’

Obviously immortals might also recognise each other

• From past acquaintance. This which is how Macleod recognises Fasil, Kastagir and the Kurgan.
• From descriptions of their (non)deaths. This is how Ramirez finds MacLeod
• From their general poise and composure.
• Because there's no-one else around at the time.
• By killing everyone else in the vicinity (a technique favoured by the Kurgan)

Both men had been wounded many times during the melee, but still sat upright in their saddles, one at either end of the valley. Between them lay hundreds of bodies: the dead on either side.
The dark one, Kurgan, called to the Mongol ‘There can be only one!’ but whether the knight from the far Orient heard and understood was not evident from his posture or any gesture.

The very short answer is that they don't, at least not in the original film/s. They know that another immortal is nearby (courtesy of their 'immortal radar'), but until one or the other reveals themselves as being ready to fight, that's all they know.

MacLeod, for example, fights a Zulu warrior in the Highlander novelisation. Kastagir tells him that the man is an immortal and MacLeod believes him. When he turns out not to have been an immortal, Kastagir has a good laugh at MacLeod's expense.

MacLeod was stunned. Hadn’t Kastagir said that this man was an immortal? Kastagir! MacLeod looked around for him, but it wasn’t until Cetewayo wanted to talk to MacLeod that he saw the Ethiopian. He was standing by the king.
Kastagir cried, ‘Cetewayo thinks you are a fine warrior. He praises you.’ The king nodded, as if to confirm.
‘Thanks a lot,’ replied MacLeod, sarcastically. ‘I could have killed him that way half an hour ago, if you hadn’t lied to me. You said the warrior was an immortal.’
‘A joke,’ smiled Kastagir, and though he obviously did not understand the words, Cetewayo nodded violently and shouted something in Zulu. The nation responded warmly. Kastagir said, ‘You know what great humorists us Zulus are.’

Obviously immortals might also recognise each other

• From past acquaintance. This which is how Macleod recognises Fasil, Kastagir and the Kurgan.
• From descriptions of their (non)deaths. This is how Ramirez finds MacLeod
• From their general poise and composure.
• Because there's no-one else around at the time.
• By killing everyone else in the vicinity (a technique favoured by the Kurgan)

Both men had been wounded many times during the melee, but still sat upright in their saddles, one at either end of the valley. Between them lay hundreds of bodies: the dead on either side.
The dark one, Kurgan, called to the Mongol ‘There can be only one!’ but whether the knight from the far Orient heard and understood was not evident from his posture or any gesture.