In one of the positions of the spinal cord, being called, the dorsal horn. Electric signals are sent to a neurone and to another one across junctions (synapses) of chemical messengers (neurotransmitters). Signals are brought up to the spinal cord and up to the brain.
Inside the brain, the signals pass on over to the thalamus. While going into the progress, it relays on the signals, to pass on to other parts of the brain. The signals are brought to the somatosensory cortex (in charge for physical sensation), the frontal cortex (helps for thinking), and lastly, the limbic system (form for mood/emotions).