This is a complex question. We know the brain is composed of interconnecting neurons and that electrical impulses flow from neuron to neuron but don’t yet fully understand how thought emerges from that process.
Physics provides us with the tools to understand the electro-chemical processes that occur when we think. They may also provide us with tools to develop insights into the thought process. But like many complex systems the whole is often greater than the sum of its parts and it is that extra something that I think is beyond the realm of physics e.g. consciousness,. we cannot even agree on a definition.
How can we explain our process of thinking by physics?
A long time ago I use to look outside my window and wonder why about a lot of things. But about 25 years ago I started studying non-linear differential equations. I no longer wonder why about a lot of things.
For me, the riddle of existence is explained by mathematics. But it is not a simple one I can write down in a few short paragraphs or even a book. I would fail at that endeavor. Rather, knowing slowly emerges with time; the whole greater than the sum of it's parts.