In the post-credits scene of Captain Marvel, we see that the remaining Avengers are attempting to find where/whom exactly Fury’s space-pager is transmitting signals to. Then we see Captain Marvel making her appearance.
The question is, who found/retrieved Fury’s space-pager and how did they know what it was?
The pager was sending out signals across the galaxy and we know the Avengers were monitoring the galaxy for signals when they found out Thanos used the Infinity Stones again. Presumably they could detect the pager and found it. Either that or they tracked Fury's car and found the pager when they arrived.
Once they had the pager it wouldn't be a stretch to work out how powerful it was and so it was likely to belong to Fury, especially with its look and proximity to the car. I doubt they'd have known exactly what it was doing, as they didn't know who it was sending signals to, but assuming it was Fury's they would have known it was important enough to keep going.
