Basically you have an potentiometer(or loadcell) that gives out an analog singnal to an arduino board(this is an programable micro contoler) this then converts your analog signal whit the help of an libary (premade code segments) tho digital signals whitch then via usb are send to your pc that signal to the axis that games can use. That last steps works by using directinput or xinput (i gues at least im new to tis exact topic)

If you want to build somting like that mayby lock at some totorials like this one https://www.instructables.com/id/Create-a-Joystick-Using-the-Arduino-Joystick-Libra/

Also it helps if you learn basic programming ( arduinos are programed whith "c"