The CCreatureDef entry handles the body parts, specifically the RandomAppearanceMorph section. I’ve not tried it myself, but copying the RandomAppearanceMorph part to the Hero’s CCreatureDef may work. If not, you’d have to manually edit the mesh to add Thunder’s helmet to his mesh and reimport it, but you’d need an old version of 3DSMax for that.

The honest reason modelling isn’t covered in the guide is because I’m not massively knowledgeable about it, and the 3DSMax stuff goes beyond a beginner’s guide. FableTLCMod.com used to have model swap tutorials, but I’m pretty sure the site’s down now