Why does the brain not manufacter "it's own" nerves that make us feel pain.?

Answer 1

The brain "feels" pain through its interaction with its covering, the meninges which is adherent to the brain. Pain is felt whenever the meninges is inflamed, cut, or has increased pressure from within the skull applied to it.

Answer 2

I does. There are motor nerves, which tell the muscles and other parts of your system what to do, and sensory nerves, which carry messages back to the brain telling it what's going on, including pain, taste, smell, pressure, heat, hearing, sight, balance, etc, etc.