While I cannot speak for other brokers, FXCM makes money through the spread, the difference between the Buy price and the Sell price when the trade is executed. As FXCM is compensated through the spread, most accounts at FXCM are not charged any commission fees (except for some special accounts, such as FXCM Actvie Trader accounts).
For example, let's say the spread on the EURUSD is 3 pips when the trade is executed. In a standard account, for example, a pip on the EURUSD pair is worth exactly $1. So a three pip spread on a 1 10k lot trade would cost the trader $3 to execute the trade. If the trade was placed was for 5 lots, the cost to execute the trade would be $15, and so forth. In a micro account, the values would be roughly 1/10th the size mentioned above.
This spread cost is how both FXCM and the banks that FXCM clears with make their money. FXCM receives prices from over a dozen banks and market makers. These banks give FXCM a spread of their own - that's how they make money. FXCM's system takes those prices and adds a small markup to that spread. That markup is how FXCM makes money.
The spread on any pair at any given time can be determined by looking at the pair in the Dealing Rates window...see below. The spread you see here already includes FXCM's markup.
You can read a much more in-depth guide to how FXCM's No Dealing Desk system works at http://www.fxcm.com/fxcm-forex-execution.html.