This is covered under the term of POV in general, or point of view, and after the footage is filmed, a process of post production, often lasting longer than the filming production process itself, takes place.
In post you add, tweak, remove, change, edit, etc to form the footage you filmed into the movie you want others to see.
Lots of movies have short segments that might be from the protagonists eye pov, but there are some movies that try and make it all the way through from that perspective.
OP asks:
how did they make this technique?
In short, the camera is placed roughly where we think our point of view would be, they record or film the scene and then in post production, they add the eye effects to the footage filmed to make it look as if it is from the eye.
Hardcore Henry, a 2015 science fiction action film is one that portrays this perspective.
Shown here is the pov in the film, and then how they filmed it (gopro strapped to the actors face)

same again:

Clearly there is no contraption added here to mimic eyes closing or blinking, so
things like closing eyes and blinking, etc are added in postproduction.
That way you have editorial control over when such things happen, and of course, a lot of that is artistic license.
In fact, as a film maker, you can just buy a preset and drop it in on your timeline:
Blinking Eyes Premiere Pro presets presents a first-person imitation of closing eyes. Add this to your POV videos, or any personal or stylized videos.
etc etc
how to imitate the point-of-view (POV) eye blinking effect
Create the point of view eyes opening effect in Adobe After Effects