The black hole Sagittarius A* is in the center of our galaxy. We originally detected it inferentially because of the way it deflects certain stars near it. Basically, we didn't first see it but we DID see the stars that orbited it. With orbits, whether you can see or or not, if there is an orbit then there is something to BE orbited. That's how we knew where it was.
For closer black holes, a similar principle will have to apply. If we see something that deflects objects even though we can't see it, there has to be something supermassive at that point.