Thermal description fields in PLECS components contain a filter such that they can only be associated with thermal descriptions associated with that component type.
Rather than distributing individual thermal descriptions (*.xml files) GaN Systems and other vendors are starting to distribute their models as Thermal Library Packages. A thermal library package includes a *.plecs file with switch models that go into your PLECS library window, along with a set of *.xml files. A nice advantage of this approach is that vendors can modify the electrical model based on data contained within a *.xml description (e.g. Vf, Ron, etc.).
When you visit GaN System's website you'll download a *.zip containing all the required info, which for GaN Systems models extracts a folder titled "gan_systems_plecs_models". To install the GaN Systems HEMT library component and corresponding thermal descriptions, simply add the directory containing the folder into the list of thermal description search paths in the Thermal tab of the PLECS Preferences window. For example, if you have the following folder structure - ./my_plecs_thermal_library/gan_systems_plecs_models - you would refer to ./my_plecs_thermal_library in the PLECS Preferences window.
After refreshing you will see the "GaN Systems HEMT" component in the PLECS library window. You can then associate the thermal description with that device.