It never actually says, but seeing as Bella notes seeing Leah after becoming a vampire, "wearing the same dirty shorts and tank-top that she had worn that day she came to yell at me," (that's not a real quote, it's among those lines though) I think she just keeps a pair of pants or shorts and a shirt either around her ankle/leg (an anklet that is like a rope so they can tie their clothes to themselves) or perhaps around her neck like a necklace.
Now that I am thinking about this, it doesn't make sense. I know for a fact that Jacob explains to Bella about tying his clothes to his ankle with a leather strap in Eclipse ("My clothes just don't pop in and out of existence, you know") but whenever Bella talks about seeing the pack as wolves, don't you think she would mention seeing them all have clothing tied to their bodies? And how would they tie them on with their paws?
Perhaps they just leave them in a certain place and come back to phase and then dress.