Dice must be made very carefully, so that each cube is perfectly balanced on all six sides. Otherwise, certain sides of the cube will turn up more than others.
Today, most dice are made of plastic, either by hand or by machine. After the cube is formed, the spots are drilled into the faces of the die.
Then each hole is filled with a drop of paint that weighs exactly the same as the plastic that was removed to make the hole. In this way, all six sides of the die remain balanced, no matter how many spots each side has.
“Loaded” dice, those made for cheating, contain a weight of some kind inside each die, close to one of the six sides. When loaded dice are rolled, the weight helps the cubes land often on the weighted side, so the opposite faces will come up more often than they should.