here. The key - is the keystone - just as in other arches. You can see a detail below.
First they built a wooden structure or scaffold underneath and placed the stones on top. The keystone, once it was wedged in holds the stones together by the pressure they exert on each other. I find it amazing that people discovered this possibility long ago. Though most structures are built with mortar, it is the same principal of wedge shaped blocks of stone (voussoirs) leading to the keystone that creates an arch. There are arches built on this principal that still stand since Roman times. Ah - the ingenuity of man.