The "thousands of watts" for any domestic or car system are mainly what are called "marketing watts".
If the thing doesn't draw 1000watts from the supply,it can't supply 1000watts to the speakers!
The sound systems used at Rock Concerts are another kettle of fish.
They can produce real power in the multi-kilowatt regions.
The most powerful audio amplifier I ever had anything to do with was a Modulation Amplifier which produced enough audio power to 100% modulate a 55KW AM Broadcast Transmitter.
It was huge,but used the same techniques that lower power amplifiers utilised.
This was in the tube era,but the same can be said for solid state equipment.
Same stuff,but bigger ,or in many cases,"more of",so if you learn about lower power amps,you will be able to understand big ones,too!