The sun, stars, and the moon is because for light, either their own, or a reflection of another star's light. The planets in our solar system is with the same principle. Exoplanets however are to far away to be "seen", so instead scientists use methods either seeing a star's light flash, meaning that a planet passed in front of it, or they'll look for a wobble from the star itself, meaning that the gravity of planet is affecting it's star.
