Hi,
Look into the attachment for the padstack,it will help you to undertand better for different pin thickness.
Thermal and antipads are basically for connecting the pins in the internal layers.
it will use thermal spokes to connect it to the gnd layer and antipad(isolation) in the power plane.
You just create the component as attached and define the layer stack up for multilayer,later while you place the part in the design it connects to the concern layer.
Regards
Ramesh