Internal energy is the energy associated with the random, disordered motion of molecules. This energy can not be transferred. whereas. thermal energy is the energy due to temperature difference.
Thermal energy is the energy that comes due to temperature difference. It comes from heat generated by the movement of tiny particles within an object. The faster these particles move, the more heat is generated.
The relationship between the heat, the internal energy and the thermal energy is the motion, whether of molecules (internal energy) or of particles (thermal energy).