Yeah, it can be a confusing concept. Basically your thermostat will have a thermometer probe already attached to it. This is how the thermostat knows what temperature the UTH is. Then you use a separate thermometer inside the tank, on top of where the UTH is attached. This is how you know what temperature your snake is!
Somebody should probably draft up a diagram of this whole kerfuffle so it's easier to understand what goes where and why!