The 'thermal envelope' of a building is the union of those structures that separate the conditioned part of the building (subject to being heated and/or cooled) from the outside (including neighboring buildings) or from other parts of the building that are not conditioned.
Within this structure there are opaque elements such as: the roof, external walls, internal walls that separate conditioned rooms from non-conditioned rooms, slabs on ground or external air, and so on. Exterior windows and doors are also part of the thermal envelope, and play a very important role in the overall energy balance of the building, because they can provide passive solar gains through their glazing. In fact, external openings that are suitable for a Passive House are deemed so because their individual energy balance is positive - in winter, they allow more energy into the building than what they let out.
It's important to understand that, in a passive building, the mechanical ventilation system is considered to be a fundamental part of the building envelope, instead of being considered part of the building systems.
Other structures of the building, such as interior partitions, or elements that separate non-conditioned rooms from the outside, are not part of the thermal envelope.
In one of our projects, a contractor offered to install "highly insulated garage doors". Hopefully, after reading the definition of a thermal envelope, you can see why it makes little sense to pay a higher price for insulated garage doors. Garage doors are rarely part of the building envelope in Italian homes.