If “Linux installation” means AOSP android building, I can confirm the thermal driver has been enabled in all kernel versions (4.4, 4.9 and 4.14).
If you mean Debian installation, e.g. the Debian release: http://snapshots.linaro.org/96boards/hikey/linaro/debian/latest/, it doesn’t enable thermal driver for Hikey960. The kernel or DTS must miss thermal related code or building thermal module.
The last thing is if you want to work on mainline kernel, the Hikey960 thermal driver has been merged into Linux mainline kernel, but Hikey960 USB/UFS patches are out of mainline kernel tree, so mainline kernel has difficulty to directly experiment thermal on it.