What? No, that's wrong. They can, for example, create a picture of a monkey made of yarn. Does that mean they were trained on pictures of 'yarn monkeys'?
No, they had pictures of monkeys and pictures of things made of yarn; therefore, they can create pictures of 'yarn monkeys'.
If you want to learn more about that, the specific term is 'latent space'.
If AIs could only reproduce their training data they would be completely useless.