We have recently demonstrated that optical pumping methods combined with photo-association of ultra-cold atoms can produce ultra-cold and dense samples of molecules in their absolute rovibronic ground state. More generally, both the external and internal degrees of freedom can be cooled by addressing selected rovibrational levels on demand. Here, we recall the basic concepts and main steps of our experiments, including the excitation schemes and detection techniques we use to achieve the rovibrational cooling of Cs2 molecules. In addition, we present the determination of formation pathways and a theoretical analysis explaining the experimental observations. These simulations improve the spectroscopic knowledge required to transfer molecules to any desired rovibrational level.