How thermocouple thermometers work
A thermocouple thermometer determines the temperature by measuring a voltage generated as a result of the temperature difference between two wires (the thermoelectric effect).
In the setup in the image, three wires are used to connect a voltmeter to an object of known temperature (the cold junction) and an object of unknown temperature (second junction).
The temperature difference between the cold junction and the second junction generates a voltage between them. The bigger the temperature difference, the bigger the voltage.
If all the wires were made of the same metal, the voltage generated would be zero.
If the metal connecting the cold junction and the object of unknown temperature is different from the one connecting either of these objects to the voltmeter, a voltage is measured. The thermocouple is calibrated so that the temperature can be determined from the voltmeter reading.