It's pretty obvious that he used the elf equivalent of apparation, but are we ever actually told that? Is any comment made at all about how he found his way in?
Ever since the scene in Goblet of Fire where Crouch's means of disappearance are discussed, I've been finding more and more loopholes in the excuses based around not being able to apparate in Hogwarts. I'm looking to see if we knew anything about how Dobby cheated that rule back in the second book. It's quite odd to me that Dobby's impossible appearances never raised any character's eyebrows after they learned of the "you cannot apparate in Hogwarts" rule.