Most sensors only read one colour in one place with one photosite. In order to get a multicoloured image, photosites that read different colours are arranged side by side in the image plane. Because we cannot have more than one photosite in one place, the missing parts are interpolated while demosaicing. Colour temperature or white balance don’t matter during this process which is like creating a map, all you want to know is, if there is water, desert or forest, but the kind of trees you’ll find does not matter at that stage…
Each sensor maker builds photosites with a manufactured, known response to daylight, flash, tungsten light etc. and derives, from these responses, the multipliers for the respective colour temperatures. Said multipliers are then stored in the camera’s firmware and applied according to the WB you set in your camera.
Whatever WB you set in your camera, the sensor will always deliver the same value per photosite and only the software, be it in camera or on the PC, will calculate the image from the photosite values and the WB dependent multipliers.
DxO measures these responses under different lighting conditions - and you can find many results like this example on dxomark.com