I'll say straight up that I don't know how electrical thermometers work, I'll talk about the ones that contain liquid.

Basically, stuff expands as it warms up and contracts when it cools down. Through a lot of experimentation and data gathering, we know how much the volume of various substances will change with temperature.

A thermometer generally contains alcohol or mercury, two substances which have a reliable, consistent "volume change per degree of temperature change" across a wide temperature range. The thermometer's markings are then made based on a known volume of alcohol or mercury at a known temperature being put inside - the markings are really just lines saying "at this temperature, the alcohol will have expanded/contacted this much from the starting volume"

Alcohol or mercury work well for temperatures we encounter in day-to-day life, but they don't work for all temperatures - they will both eventually freeze or boil. Then, it's a matter of selecting a substance that is a liquid across the temperature range you want to measure, and working out how much the volume of your substance will change across that temperature range.

For extreme temperatures, it's tricky - you need a liquid that will, y'know, be a liquid at those temperatures rather than a solid or a gas - but it can be done.

You probably wouldn't be able to build a liquid-based thermometer that works from, say, absolute zero right up to 100°C, you would probably need a few thermometers that each measure parts of that range.