How many are there in the U.S.? Where do they get their income from? Is it purely sponsorship, or something else as well?
Lots of family support is the basic answer.
In this case, her team provides housing, food, and covers all the training/racing-associated costs. I don't know if she gets a salary; I do know she does about 10 hours a week of work on various projects, but I don't know if that's compensation for the room and board or for actual cash. I could ask.
Not many professional skiers out there. The main teams are SMS T2, Craftsbury Green Racing Project, CXC, APU, Bridger Ski Foundation, Bend Endurance Academy, and probably a bunch of others out west that I don't know. If you're not on a team, unless you have an amazing personal support structure, you won't make it.
From what I remember seeing, it was living like a wealthy grad student at best. Have just enough to travel, pay the bills, but on a financial edge. And yes, family support is the make or break.
Canada had a few pro teams in the lead-up to the 2010 Vancouver games with so many people trying to make a big team. Since then, has shrunk down to the training centers other than things like Chandra Crawford's Team Ninja and Rocky Mountain Racers in Canmore.
If you get good enough, you can start making some prize money … but you have to get really good
! Diggins won 110k CHF (basically = USD) last season, in third place overall; Sadie Bjornsen was 10th at 40k. There are maybe 20 skiers in the world at any given time who can support themselves on prize money alone; so a couple in the US, where there isn't much other support (sponsorship, etc). But if you're not reliably in the top 20 and frequently in the top 10, there's not a lot of money there.
So it actually doesn't sound that immensely different from orienteering, despite a much broader participant base. Interesting.