Thermal printers work very differently than laser and inkjets; they have rolls of thermal paper which is run continuously thru a feed – think cash register.
Thermal printers have a heating element which heats the pattern the for what the image will be, a dot matrix print-head, a mechanical element of dots (think image pixels), heat assembly which transfers the heated dot pattern onto the paper, and thermal paper which is specially treated and sometimes colored paper with accepts the heated droplets.