Hello and welcome to the forums,
with a bit soldering/wiring you should be able to connect the BlinkStick (Pro for example) directly to your USB headers. You can use the "build yourself" kit for example. For dimensions and schematics take a look in here:
https://www.blinkstick.com/products/blinkstick-pro (BlinkStick Pro Features)
The BlinkStick client software itself has no notification for some kind of temperature etc. As already discussed in the forums there is no standard way to get thermal values. So depending on your hardware you can write your own code to get thermal values by WMI, the hardware driver etc.
Additional components like power supply etc. depends on what excactly you want to do (how many LEDs you gonna run). Did you already taken a look at the help section on blinkstick.com?
This link could help estimating if you need a additional power supply or not.
I hope it helps