I think in P&P, it is implied they visit the officers. I noticed at the beginning of Ch.7 on a visit to Meryton, Kitty and Lydia find out about the recent arrival of the militia. They continally visit their Aunt Phillips and "Every day added something to their knowledge of the officers' names and connections. Their lodgings were not long a secret, and at length they began to know the officers themselves.' They may have at least gone and hung round outside their lodgings and I can imagine Lydia at least bawling 'wake up' to Denny's window. Yes, even if all of Meryton heard her!