Interesting question. I had to do a little reading up and here's the short answer:
It is done over several processes. The first process would be to blast the base of the pan so that it becomes pitted with tiny holes or to add a coating to the base so as to make it uneven. A special type of Teflon with a sticky additive is then added to the pan. This type of Teflon sticks better to the base of the pan and also to the usual non-stick Teflon. A second layer is added on top of the sticky Teflon. This second layer will stick to the first layer. Lastly, a third and tougher layer is added to protect the softer second layer. This third layer is tough 'cause it has tiny bits of harder material.
Despite all this, Teflon is still a rather soft material and you do have to be careful not to scrape off the Teflon.