At the present time, echo only recognizes switches and bulbs. Nothing to do with smart things, that’s true of any Home automation controller connecting to echo.
To get around that, you can use a virtual switch to stand in for the other device. So echo thinks it’s a light switch, but smartthings Will get the request to change that switch on then go ahead and do something with your other device.
The lock is fairly easy to deal with, you just make turning on the switch to be unlock and turning off the switch to be lock.
You can search the forums for associating a lock and a switch for ways to do that. Here’s a good one (this is a clickable link)
Thermostats are much more complicated because of all the different things you might want to do with them. There are a couple of community members who are using a virtual dimmer switch to represent a thermostat but it might not give you all the features you want.
Talk to the people in the following topic about the thermostat, but it may be a less defined process at this point:
Hopefully over time echo will add more device classes, so we won’t have to do these kind of workarounds. So you could also just wait for that if you like.