The topic mentioned in the heading is just too damn heavy for JEE - Yes, heavy in terms of it's weightage in JEE.
To get a feel of how important it is, pick up the past year JEE papers. Each JEE paper contains at least 5-10 problems from thermal physics. So better prepare it well.
Basics : This include the topics of thermal expansion, thermal stress etc. They are simple topics and must be done if you have solved a few standard problems. The problems of expansion involving liquids inside a container are important and easy. You may be asked to measure the new length measured by the scale when scale and the object(whose length is to be measured), both expand. Such problems are easy and interesting and must be done in a single shot.
Heat Transfer : Slightly important topic. I remember there was a question regarding calculation of equivalent thermal conductivity in JEE 2013. Although JEE mentions heat conduction in one dimension, you still may try heat conduction through a cylinder (2 dimensions) and heat conduction through a sphere (3 dimensions) for Olympiads. Laws of radiation and Newton's laws of cooling are important. You should learn the definitions of emissivity/emmisive power/absorptivity/etc by heart. I remember I used to mix these definitions. Pick up HC Verma and learn the definitions in that book. Kirchoff's law, Wein's displacement law, Stefan's law etc are important and easy to grasp topics.
Thermodynamics : Here comes the big gun. This topic is extremely important because having a grip on this will help you not only in physics but also in chemistry. Learn the specific heat capacities of various gases at constant pressure and constant volume. They won't be given in exam. Learn the definitions of various processes, most important one being isotropic process. Solve a large number of problems from thermodynamics of ideal gas. A word of caution here. Make sure that you don't mix up the physics and chemistry conventions of First law of thermodynamics. They take work done as negative in chemistry but not in physics.
Books : HC Verma, Arihant. These two books are more than enough.
Revision : Revision packages like FIITJEE GMP, resonance Rank booster or the one provided by your coaching.
Final word : Practice a number of problems from the First law of thermodynamics. It's really really important from the point of JEE. Also, it is important from the point of Indian National Physics Olympiad. I remember having a 13 mark question in INPhO 2013 from a combination of SHM and Adiabatic process. So better learn the formulas of Work done, Heat and change in internal energy in all the processes.