This is an excellent question. There are several scientific techniques called neuro-imaging that help psychologists and other scientists interested in the mind study how the brain works. Your question implies to me that you are interested in how the brain controls actions that humans make. In cases where it is possible to move in a neuro-imaging setup, some techniques like fMRI don't allow movement, participants move a body part and a certain area of the brain is activated. The activation is usually some electrical signal given from the brain or the rate that the brain uses oxygen. The main activation that corresponds to motor movement is in the parietal cortex, which is in the top of your brain, slightly towards the back of your head.

Neuroscientists use similar techniques to understand how parts of the brain correspond to other functions in addition to motor movement, such as memory, mental imagery, and visual perception, to name a few. One final note I'll leave you with is a technique called transcranial magnetic stimulation or TMS for short. For example, imagine that you are a scientist and you have a hypothesis that a particular area of the parietal lobe corresponds to movement of the hand. With TMS you can induce a magnetic pulse and it will activate the brain. So if you use TMS on the right part of the brain then a person's hand will move!