Mush the same as other non-Orthodox Christians, with some variations; restrictions on employment, access to education, taxation et cetera. Non-Orthodox churches were legally prohibited from accepting converts from Russian Orthodoxy, with frequent police agents provocateur.
The "Uniates", i.e. Eastern-Rite Catholics were suppressed several times, with priests imprisoned.
At the beginning of the twentieth century the Tsarist regime banned or restricted all expressions of Christianity other than Russian Orthodoxy. Various Protestant groups were labelled as "Stundists" (an odd group of Slavic Evangelicals, originally from Ukraine, and with a theology based on German Mennonites) and subject to harassment and arrest.
Most repressed were the Schismatics (the 'Old Believers') who still faced execution, imprisonment, and punitive taxation. Next were the Baptists (mainly in the Caucasus and Ukraine), Pashkovites, Methodists, and Seventh-Day Adventists.
Mainstream Catholics were legally recognised but subject to the usual state persecution, 'Russification' and harassment. Gnenerally the most tolerated were the German derived Lutherans, who were merely harassed, confined to certain regions, taxed and faced bureaucratic impediments.
Religious freedom had been guaranteed by via Nicholas II’s Edict of Toleration (of 1905). Of course once the the immediate threat to his rule Nicholas II reneged on that promise .