They use anhydrous ammonia. Translation- no water in it. We used the same stuff on the processing ships I worked on. Ammonia is well understood, has been used for over 100 years, is cheap, is anti-bacterial, anti-fungal and (important for space flight) light weight. Yes, it is toxic to humans. But the good thing about ammonia is that it does not need crazy insanely tolerant seals like some other gasses do. Ammonia also works well in titanium and steel piping. Ammonia leaks can be cleaned up with normal air scrubbing and water vapor (the ammonia will react with the water and remove itself from the air). Carbon Dioxide coolants are more likely to stick around, are harder to get rid of when they leak and react with steel and rubber/silicon seals.

Infographic

In the radiators, the ammonia goes through a phase change from gas to liquid. This results in an energy transfer. As the radiators are exposed to very cold temperatures, the heat in the ammonia moves to the colder piping, which brings the temp below the critical temp needed to reliquify the gas again initiating the phase change. This waste heat is then radiated out into space. The ammonia itself is not vented. You can also run the ammonia lines on the outside of the astronaut's pressure vessel so that when you do get leaks they do not poison the crew cabin.

The thing that makes ammonia a good coolant is that it absorbs a tremendous amount of energy, boils at -30C at sea level, does not vapor lock like water based solution are prone to do, and if you vent it in space, and it gets on a space suit, you sit in the sun and the ammonia will sublimate and the UV light will knock off the Hydrogen atoms and create N2 instead.

The short answer is that there may be other solutions to gaseous evaporation cooling loops in space, but they all have bigger issues than ammonia.