The Power Modules do not currently support thermal modeling. In theory, you could build this up yourself using the switched implementation and some logic in the initialization code of the subsystem.
If you go to the “Thermal Description Parameter” section of the Thermal Modeling Chapter of the PLECS User Manual/Online Help build into PLECS, you will see that the thermal loss data is stored in a workspace struct variable. You can therefore actually modify the axes in the conduction and switching loss tables to account for series or parallel connections, rather than building NxM cells by hand.
I have attached a basic working PLECS Standalone example that you can reference and modify. You will need to look at the Mask initialization code (Ctrl+M) to understand the logic. To open this model in PLECS Blockset, add an empty PLECS Circuit block in a Simulink model and from the File menu, choose "Import from Standalone". Please study this implementation and then let me know if you have questions.