How does a thermal couple work?

A thermocouple (or thermal couple) uses a principal called the Seebeck effect, where a voltage is generated in a conductor due to a temperature difference. Different metals generate different voltages, so by combining two different metals in the thermocouple, a voltage difference is generated between the leads of the thermocouple, proportional to the temperature difference.

An example of one practical use of thermocouples is in controlling gas pilot lights:

A "thermal couple" ( or "thermal coupling" ) is used to sustain a "pilot light" on a gas appliance e.g. a hot water boiler. The thermal couple is heated at one end by the pilot light and generates a small electrical charge that is passed down an internal copper filament to a valve in the gas supply. The valve remains open as long as the electrical current is present in order to supply gas to the pilot light. If the pilot light goes out or the thermal couple fails, the valve shuts off the gas.
When you first light a pilot light, the thermal couple is usually heated by opening the gas supply by manually pressing a button and the gas ignited by means of say, a match. You maintain the gas supply by holding the button until the thermal couple heats up enough to generate the electrical charge that keeps the gas supply valve open to the pilot light.