If every cell in a house that can take a digit also lies in a second house, the digit must go there, and the rest of the second house cannot have it.
On a Thermo board this works exactly as in Classic. The examples are from Thermo puzzles on this site.
Worked examples
A position from a real Thermo puzzle on this site. Step through it: the board lights what each step talks about, and the arrows show what rules what out.
A box and a line
In box 1, find every cell that can still take 8.
Where it fits
MediumLocked Candidates is a Medium technique: Medium Thermo puzzles are the first to need it.
The Classic Locked Candidates lesson teaches it on a plain 9×9 board. The Thermo overview explains the rule and the levels.
Locked Candidates in the other styles: Sudoku X, Jigsaw, Windoku, Arrow, Kropki.
Try it on a Medium Thermo puzzle. Next Step points it out when it is the move.