The header will identify the data as being in-band or out-of-band, along with other identification and routing information.
At the receiving end, the protocol looks at the header and routes the data to the normal reception endpoint if it is in-band, and to a separate mechanism if it is out-of-band.
Depending on the implementation, there may be some mechanism for notifying or interrupting the receiving application when out-of-band data has arrived.
[4] On Unix-like computers, out-of-band data can be read with the recv() system call.
However, prioritization is neither an essential nor a necessarily desirable characteristic of out-of-band data; moreover, TCP implementations vary greatly on how they treat the urgency of out-of-band data.