How neutral wire is obtained in three phase systems?
How we can create a neutral in a transformer?


Image above from this video
Primary is delta connected, secondary is star connected. Star connection provides neutral for homes and single phase loads. Neutral usually earthed at the transformer secondary.

Why don't we not need a neutral at the generating stations or power
stations? Why only at houses we need that? Don't electricity need a way to go out also?

There may be a neutral at the generating station, but it doesn't need to be transported hundreds of miles as a wire because we can recreate neutral with a local delta-star transformer near the house/office.