Short answer
Information about the world and our body enters our brain through our senses (such as through sight, hearing and touch). The brain combines information from various senses to determine where we are in the world, and where we would like to be. If we want to go somewhere, movement control areas in the brain send information to our muscles through the spinal cord.
Longer answer
Combining information from the senses
Our senses provide the brain with redundant information, that is, the same information comes from different sources. For example, we can see the position of our body with our eyes. But we also have a sense of the position of our body, even when our eyes are closed (which is called ‘proprioception’). In addition, we have a sense of balance and orientation in the world which comes from our inner ears (which is called our ‘vestibular’ sense). The brain figures out where our body is by combining information from these different senses and trusting the ones that are most reliable.
Information from the where are body parts are located is mostly processed in the somatosensory cortex, whereas the somatomotor cortex is involved in the planning of our movements, together with amongst others the cerebellum. Source: Wikipedia.
The role of time
The position of our body changes constantly when we move. If the brain would only use the perceived body position based on the information from our senses for movement control, we would always play catch-up, due to the time it takes to process sensory information. To prevent this, the brain makes predictions about our expected body position, based on the movement commands that it sends to the muscles.
Continuous control
After a movement is initiated, it can still be changed. The senses continuously provide additional information about the world and our body, also while we move. If it seems that the current movement will not be successful in reaching its intended goal, the ongoing movement will be adjusted.
Reflexes
The voluntary control of most of our movements involves the brain. However, some movements, like the reflex to move your hand away after accidentally touching the hot oven, or the knee jerk reflex, you make without the direct involvement of the brain. In the case of a reflex like this, the senses activate neurons in the spinal cord, which directly activate the involved muscles. Other involuntary movements, such as your heartbeat or the movements of your stomach or guts, have yet a different system that does not even have to involve your spinal cord.
Conclusion
The brain is continuously assessing our body’s position and adjusting our movements based on information received through both our senses and our predictions. Some movements, reflexes, are made without the brain’s control. Your brain is constantly assessing whether and how to move, based on its own calculations and sensory information.