Like T(h)ink said, there are, in some cases "peeking" tricks.
In other cases, the magician and the assistent use code words or phrases, while talking or joking to entertain the audience.
Last, but not least, there are ways of educating blind people to improve the other senses, like hearing, touching, smelling, and skills, including physical and mental exercises, emboldening them and allowing them to be more active and independent. And also seeing people can follow such trainings.
The "third eye" is a mystical and esoteric concept: https://en.wikipedia.org/wiki/Third_eye