In short, you have a filter in the receiver which equalizes the received signal in the frequency band you're using. The transmitter has to provide a hint to the receiver as to what flat response should look like, so that the receiver can adjust the taps of the equalizer filter. OFDM uses a number of active carriers in the frequency channel. Each subchannel is quite narrow, and the receiver will know from the active carriers what attenuation there is in that part of the channel.
Single carrier schemes use one carrier as pilot and then encode the data bits in such a way as to spread the energy evenly across the frequency channel. This way, the receiver can determine how the signal in the channel has been distorted and how to adjust the taps of the equalizer.