Hi Hugo. The power dissipation associated with the filtered components gets applied to the overall board sides (top and bottom depending on where the components are located). So you do not need to set these individually. In FloTHERM XT, you should see in the model tree planar sources corresponding to the power dissipation of these components. If you would like to add a power source separately, the planar source is the way to go.
Thank you for your answer, I assume you mean using a Thermal Attribute and then select the whole PCB board? Cause I can't seem to find how to set a planar source?
Look into the Non-Geometric Smartpart library. There is an object called "Planar Thermal Source". It's just below the PCB Smartpart in the library tree.