Go to Omega.com to learn all you want to know about thermocouples (TC). I'll give you here a few basics, directed at your questions.
TC science is well understood and standardardized. Every type TC is made with it's own precise metal alloy and all TC of the same type will output a voltage uniquely related to the temperature of the TC junction, within accepted accuracy. Review "The Basic Laws of Thermocouples." The insulators on each TC type are color coded and each Type have their appropriate accuracy within appropriate temperature ranges. Omega used to provide a table of Temperature/Voltage data increments in their hardcopy catalogues, so my guess is that they have this data on their website. You can use such a chart to calibrate your TC, but you'd need an accurate Temperature measuring device and an accurate voltmeter, and it's really not worth the bother.
The TC industry is extremely well controlled, and so it's highly unlikely that any TC wire you buy will be "inaccurate." So if you buy only the wire itself, no need to worry. TC wire is very cheap, coming in all Types and diameters. 71
It's very easy to make a TC junction from the wire itself. All you have to do is fuse the two separate wires (one + the other -) together by a hot acetylene torch, or by an electronic "TC maker" that uses a discharge from a capacitor. This is essentially fool proof. If the wires are fused, the TC is a TC. You can also imbed (drill a hole and "peen" it in) one wire in say the metal piece you want to measure the temperature of and the other wire a short distance away, and the reading will give you the average temperature of the space between. The TC Law that assures this is the Law of a Common Junction.
You mention "probes," but you didn't say what kind of probe geometry you're using. In general, TC wires are often mounted inside probes, and there, the manufacturing quality is important. There are "surface probes" to measure the temperature of flat surfaces, "point probes" that are used to stick inside things, and others with variously different probe materials suitable for different environments.
TC don't age, unless the probes become corroded or broken, but the basic TC itself never wears out or loses calibration, as long as the TC welded junction is intact.
That's about all I can do for you here, but please go to Omega.com and learn more. 71