Does not look like TB is supported by the R15: R15 technical specifications  There are different Thunderbolt HP docks so without knowing the model number I would check the manual , as they typically come with instructions on how to set it up.
Hi, I have a Aurora R15 AMD and would like to add a HP Thunderbolt 4 docking station, Any idea how?   Thanks
Aurora R15, HP Thunderbolt 4 docking station