No one has ever seen a tyrannosaurus, or any other dinosaur, but we know a lot about them. Almost all our knowledge about prehistoric animal comes from fossils, which are rock-like 'model' of the bones of animals. The bone themselves were buried in layers of mud or sand, millions of years ago, and then slowly turned to rock themselves by a natural chemical process. Very rarely, softer parts of the body such as skin, feathers and fur also become fossilised, giving many useful clues about life in the past.
How fossils form?
If a dinosaur dies beside a lake and falls into the shallow water, it has a very good chance of slowly turning into a fossil. The dinosaur's body is slowly covered by muddy sediment. Its skin and flesh start to rot away, leaving just the bare bones are completely covered up, they do not break down any more. Instead, they are slowly fossilised, or turned into rock.