Welcome @Asw!
If you want to use the Thai tokenization from spacy, you need to register your language model and link it to the language identifier, which will allow Rasa to load and use your new language by passing in your language identifier as the language option in the config.yml file (see Language Support).
Additionally, you need to list the SpacyTokenizer in the pipeline in the config.yml file.
If you want to use a custom intent classification model, your custom component need to implement the interface described in Custom NLU Components. Let’s assume your custom component can be found under custom_components.ThaiIntentClassifier. You need to add it to your pipeline in the config.yml file. E.g.:
pipeline:
- name: "SpacyNLP"
- name: "SpacyTokenizer"
- name: "SpacyFeaturizer"
- name: "RegexFeaturizer"
- name: "custom_components.ThaiIntentClassifier"
Let me know if you have any more questions.