Big ben,
Much too long answer follows:
Back in the day (pre-WWII) there were two machines. One cut a grain crop down and tied it into bundles of stalk, head and grain together.
Those were often stacked to dry in the little stacks (shocks) you see on Thanksgiving cards.
Then they were hauled to a stationary thrasher. The thrasher separated the grain from the stalk and the head, used air to blow the chaff away and put the grain through sieves and into a bin.
When engines and running gear got big enough, the reaping and thrashing machines were
combined into one machine that did both jobs at once.
So shorter answer: It cuts the grain plant and takes in the stalk and the head with grain.
It runs them through a "cylinder and concave" that rubs the grain out of the head.
Stalks and big pieces of unwanted material go up to "straw walkers" that move it to the rear and out, while sieving out any grain that went with the straw.
Grain, chaff and small debris go across cleaning screens that sieve out larger debris and let the heavier grain fall through. Air is blown up through these screens to blow off chaff and other light debris.
Clean grain is collected and augured into a bin. When the bin is full, it is augured into a waiting truck or "auger wagon" to head to market.