For the thermal stress analysis you need to have a solid to mesh. Try to upload your geometry as .step or .stp. Than mesh it with Fully automatic tetrahedralization.
Please see this forum post for more help: Can a tetrahedral mesh be created using geometry with only shells/faces?
See this tutorial video to create your first mesh: https://simscale-2.wistia.com/medias/1rceuszi3e (try to mesh first with 2 - Coarse settings)
See this project in order to perform simple static thermostructural analysis: https://www.simscale.com/projects/ahmedhussain18/structural_/
Hope this helps. If you have any question/s, feel free to ask.