The Tholian homeworld is located in the heart of Tholian space, which occupies a region rimward from Federation territory.
The Tholian system contains two O type stars. Tholia itself is a class Y planet, the class Starfleet personnel refer to rather disrespectfully as the "demon class". The average surface temperature on Tholia is several hundred degrees above Kelvin and as such is highly unsuitable for humanoid life.
This matters little, as offworlders are stricly prohibited from visiting Tholia. Outsiders know almost nothing about Tholia, and no non-Tholian has ever set foot on the planet in all of known Tholian history. The Tholian Assembly wishes that things remain this way.