A junction of dissimilar metals will produce an electric potential related to temperature. This is the principle that thermocouples use. There is nothing to calibrate in the thermocouple probe. It's just two pieces of known wire welded together. You can make your own. The difficult part is making an electronic instrument to measure the tiny voltage, especially in a harsh environment. Stray current ground loops are a particular problem.
Read more about how thermocouples work here:http://en.wikipedia.org/wiki/Thermocouple
There are various methods to sheath the wire junction. Some methods protect it physically from the environment others improve the unwanted noise rejection. Read more about the different types of probes here:http://www.omega.com/techref/themointro.html
The AHS coal gun uses the thermocouple as a control signal measuring device. There is no need to have it calibrated to absolute accuracy. It makes little difference if the reading the thermocouple electronics display is right or not. What's important is how it controls the height of the fire in the "stack" of ash, burning coal and unburnt coal.
It's far more important to understand how the thing you can set (lower set point, upper set point and hysteresis) influences the "stack". It's the control system that matters.
You can not use ordinary copper wire to lengthen a thermocouple. If you do you have introduced another thermocouple junction, the one between the copper wire and the thermocouple wire. You can shorten thermocouple wires but you must know how to reattach it to the special connector.