After reading this question we know that exercise causes body temperature to rise. The question is asking how the brain monitors body temperature, with the key words being 'explain' and 'how' .
The question is three marks indiciating that we need to make 3 well explained points:
Firstly, the brain is the thermoregulatory centre which has temperature receptors. These temperature receptors monitor blood flow as it flows through the brain. If the blood is too cold (or too hot) the thermoregulatory centre in the brain will make adjustments to counteract this
There are also temperature receptors in the skin which send impulses to receptors in the brain in order to regulate body temperature.
The words highlighted in bold are the potential marking points. In order to answer the question correctly, you would have to mention 3 of these marking points.