It probably won’t work with the space heater, but it will depend on the brand and model of the space heater.
As far as Wi-Fi devices in general…
Smartthings has always had a few official integrations with Wi-Fi devices, such as the ecobee thermostat, Amazon Echo, the Ring Doorbell, and the Phillips hue bridge.
With the development of the new platform and the new V3 app, there are now a number of manufacturers of Wi-Fi devices who have created their own cloud to cloud integrations which you can access through the smartthings app. That includes TP Link Kasa. See the following review thread:
If you are still using the classic app, you cannot use that integration. Instead, you need to try one of the methods in the following FAQ: