If a digit can go in only two cells in each of two rows, and those cells line up in the same two columns, the rest of those columns lose 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.
Two rows, two columns
Look at the rows. Where does digit 4 appear?
Where it fits
ExtremeX-Wing is an Extreme technique: Extreme Thermo puzzles are the first to need it.
The Classic X-Wing lesson teaches it on a plain 9×9 board. The Thermo overview explains the rule and the levels.
X-Wing in the other styles: Sudoku X, Jigsaw, Windoku, Arrow.
Try it on an Extreme Thermo puzzle. Next Step points it out when it is the move.