No, they can be any material. Brass is popular because it’s strong and looks good. It can be used for structural support and as a wire channel. This would be for smaller, decorative work. You can use a dremmel, but I suggest a tube cutter like:
https://www.amazon.com/Lisle-50000-Mini-Cutter/dp/B0002SRK2G/ref=ast_sto_dp_puis
You’ll have to deburr the interior edges (remove the sharp or jagged stuff that get pushed slightly inward). Bigger tubes means a bigger cutter of course. And rods can often be just cut with tin snips and sanded.
As an example, I did this chassis and it required both rods and tubes.
The crystal chamber was at the top, so I wired the pixels to the pogo pcb at the top of the chassis for power and oterhwise did what @orntar is showing in his diagram. Kill switch on the positive.
My current proffie project has a build log, which I just updated:
This will have barrel jacks with the kill key creating a switched negative.