A direct multiscale method coupling Molecular Dynamics to Finite Element simulations is introduced to study the contact area evolution of rough surfaces under normal loading. First, a description of the difficulties due to using the Bridging Domain Method at finite temperatures is discussed. This approach, which works well at low temperatures, is based on a projection, in an overlap region, of the atomic degrees of freedom on the coarser continuum description. It is shown that this leads to the emergence of a strong temperature gradient in the bridging zone. This has motivated the development of a simpler approach suitable for quasi-static contact problems conducted at constant but finite temperatures. This new approach is then applied to the normal loading of rough surfaces, in which the evolution of the real contact area with load is monitored. Surprisingly, the results show little influence of the contact area on temperature. However, the plastic events, in form of atomic reshuffling at the surface and dislocation activity, do clearly depend on temperature. The results show also a strong and temperature-dependent relaxation of the initial rough surfaces. This natural mechanism which alters atomic asperities brings to question the classical atomic description of roughness.