Hmm... well, there's one character in the play known as The Persian, and really, he just exists to be an unfortunate stereotype... he knows of the Phantom, and must have been friends with him, but he turns on him in the end. And from what is said, I'm pretty sure the Phantom builds everything himself. Apparently in the play, he's the heir of a construction company, so he knows how to build secret passages and hideouts.