Please go through "Setting the Temperature of Objects" section of the HFSS help document for detailed explanation.
You heard right regarding the use of Icepak. Once you do the analysis in the Icepak of AEDT then you can go into the HFSS model to see the effects.
Make sure that "enable feedback is selected" in the HFSS design settings as shown the section stated earlier.
All the very best.