Question-and-Answer Resource for the Building Energy Modeling Community
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The page you linked to provide a pretty good answer.
In EnergyPlus wall thickness only applies to heat transfer/thermal mass. Geometrically, all walls in EnergyPlus are infinitesimally thin - i.e. they have no thickness.
A surface has a construction assigned to it, and that construction is made up of one or more material layers. The materials generally do have a thickness which is used for heat transfer; there are exceptions like "NoMass" material which specifies thermal resistance without any thickness.
If you want to change the thickness for a surface, go to the Construction tab in the OpenStudio Application, instead of the SketchUp Plugin. Look at the materials listed for the construction and decide if you want to make one of those materials thicker or if you want to add an additional material to the construction. If you want to alter the thickness of an existing material, go to the Materials sub-tab, find the desired material, and alter the "Thickness" field. If you want to add a new material drag it from "My Model" or "Library" to the drop zone for the in the construction.
