They mostly don't. They send scary letters and maybe eventually fine someone. They have a handful of triangulation vans for the entire US. The barely respond to complaints that are revenue impacting and generally don't respond to complaints from hams that a non ham is using their equipment. Once a quarter they make an example of someone so that it appears they enforce things. The people they make examples of are usually trying really hard to troll them or doing something highly disruptive and these will end up on a few websites and magazines.
People tinkering and staying away from ham bands will generally be fine and for the cheap ham gear that made easy by design usually by doing a factory reset or worst case having to clip a diode to widen their frequency ranges. Most ham gear is designed to be highly hackable.
You only really get attention from the FCC if you interfere with some other service, especially broadcast or emergency communications frequencies. Grumpy Hams will also hunt you down sometimes, but only if you're persistent. Otherwise yeah, the FCC can't practically enforce every rule everywhere and doesn't really try. Still, get a license and be a good citizen if you want to play with this kind of thing, it's not very difficult.