They use a mix of satellite and ground radio (satellite to get the SOS out and a rough location, then radio to actually locate you)

See https://en.m.wikipedia.org/wiki/Emergency_locator_beacon

There are lots of types that work in different ways however. E.g. For marine use we use VHF radios with digital functionality. There's a big red 'distress' button that will transmit your vessel information and position to the coastguard. That's all done via radio, no satellites. (You then back it up with a very analogue mayday call)