They generate electrical power to the spacecraft by converting heat generated by the decay of plutonium -238 fuel into electricity by using something called thermocouples. Altogether, thermocouples have been used for a combined time of over 300 years in RTGs and remarkably they have never ceased to generate power.
Other things that use thermocouples are air conditioning units, fridges, and medical thermometers. They are most used, as seen in the examples, for temperature regulating devices. They are simply made with two plates of two different metals that conduct electricity when joined by closing off the electrical circuit and kept at different temperatures.
