Did you
check out the directions? It tells you how to publish Indigo devices.
To be specific, however, thermostats aren't directly supported because the Hue bridge doesn't support anything but lights (on/off/dim). However, you can create a
Virtual On/Off device and have the ON and OFF action groups do anything so that may be an option.
[
MODERATOR NOTE] moved to the Alexa-Hue Bridge forum