To understand why wines are all different colors, you've got to know grapes.
Though part of the same family tree, the grapes used in winemaking are actually a different species than the grapes you find in a grocery store. There are over 10,000 different wine grape varietals worldwide. Cabernet Sauvignon, Pinot Noir, Chardonnay & Riesling are all different varietals. Some of these grapes have red skins and some have white skins.
You've also got to know the basic process of winemaking which in its simplest, most basic form is:
1. Crush grapes (cue I Love Lucy reruns)
2. Separate juice from not-juice (grape skins, stems, dirt, bugs... yum)
3. Let juice sit until it becomes wine (sugar + yeast = alcohol)
The key to making red vs white vs rosé is the order and timing of steps 2 and 3.
Red wine is made from crushing red grapes and allowing the juice to sit and macerate in its own skins while fermenting. The pigment from the skins seeps into the juice, adding color, flavor and a number of other traits. The juice is then separated from the skins and allowed to ferment more, if necessary.
White wine is made from crushing white OR red grapes, and immediately removing them from the skins before they have a chance to absorb any color. Though it is most common for white wine to be made from white grapes, some white wines are made from red grapes. Champagne is a good example of this; most commonly made from a blend of two red grapes and one white.
Rosé wine (pink wine) is made from crushing red grapes and allowing them to sit on their skins for a very brief period of time, usually no more than 24 hours. The longer the juice sits in its skins, the darker the resulting wine will be.
Bonus feature: Orange wine is made from crushing white grapes and letting them sit on their skins. The wine takes on an amber/orangey color and a complex, funky profile. They're totally weird and not widely produced, but wine nerds go bonkers over them.
So while you could mix red and white wine together in your kitchen and call it rosé, the winemaking community generally does things this way. But you do you. We won't judge.