Hello Luis,
Hauptwerk itself has no knowledge of the physical/electrical means by which an audio interface is connected to the computer (USB, FireWire, PCI, PCIe, Thunderbolt, etc.) -- it just sees the list of audio devices that the operating system presents to it, which in turn is defined by the devices' drivers. Hence the operating system and drivers handle the low-level details. As long as you have a Thunderbolt audio interface then it should have drivers that will make it work with Hauptwerk, as an audio interface with any other type of connection would.
There aren't very many Thunderbolt audio/MIDI interfaces yet, but I believe there are a few. You would definitely need a Thunderbolt audio interface, though -- an audio lead can't be plugged directly into a Thuderbolt port.