How do thermocouples work?

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From what I got a voltage is created between two metal rods when a difference of temperature between them is present.
But how could two rods have different temperatures if they're in the same environment?, Are they made of different materials?
What is the physics behind it?
[spoiler:lit]Please jannies don't nuke this thread I have an exam about it in 2 weeks[/spoiler:lit]