If you need to do a thermal-structural analysis, I recommend linking a Mechanical structural system to a Mechanical thermal system on Workbench project schematic and solving them in Mechanical. That method is the simplest to setup, but you cannot use it to create one unified MAPDL input file. You can create a MAPDL input file from the thermal system and another input file from the structural system, but you cannot create one MAPDL input file that includes both systems. You could attempt to use a text editor to merge the 2 single system input files into 1 unified MAPDL input file, but I suspect that some commands will overlap between the files. You will probably need to know what lines to remove from the structural system input file.
You are navigating away from the AIS Discovery experience