What is the brains role In the nervous system

The brains sends nerve waves to other parts of the body to make our skin say that something hurts.

The brain (for the most part) IS the nervous system. The nervous system contains the central nervous system (CNS), which includes the brain and spinal cord, and the peripheral nervous system (PNS), which includes all of the nerves, nerve endings, sensation receptors, and neuromuscular junctions. If the nervous system were a cell, then the brain would be the nucleus. The brain controls the entire nervous system (with minor, irrelevant exceptions) by sending (mostly motor), receiving (mostly sensory), and interpreting neuro-electrical impulses. The brain does SO much more, but this is the simplest answer to your question.