Several settings are required to see stress from a thermal condition.
In Engineering Data, please show a screen shot of the material used and the Secant Coefficient of Thermal Expansion. What value is used? If that value is constant over the temperature range you are interested in, that is all you need. If the CTE changes over that range, then you can put several rows of CTE values and the temperature on each row.
Show a screen shot of all the material property values.
In Mechanical, check the material above is assigned to the bodies.
Click on the Static Structure analysis in the Outline, in the details window is the Enivronment Temperature, what is that set to (Ta)?
What is the Thermal Condition Temperature (Tb)?
How long is that part from end to end (L)?
Calculate by hand the strain you expect to see in the part from the displacement.
The displacement strain is 1 micron/L. What is that value?
Calculate by hand the strain you expect to see in the part from the temperature you applied.
The thermal strain is CTE*(Tb - Ta). What is that value?
Show the plot of Normal Strain in the Z axis.