Need help with thermostat

You have two things to consider first is that 24 volts a power requirement for the T-Stat itself to work (just so you know it is) and then does the stove controller actually need to see 24 volts in order to sense the T-stat state (this would be uncommon),
unfortunately the stove's manual; doesn't state that and further the T-Stat manual says nothing about what it actually provides the stove.

Most pellet stove controllers only expect to see whatever the controller provides in the way of voltage, in other words they expect a closed circuit (which is what the wire between the thermostat connections provides).

That T-Stat expects the heating system to provide 24 volts as its power supply. Your stove will likely not provide that but from the manual it looks more like the voltage is more of what the contacts in the T-stat can handle.

In other words the manual is as clear as mud.

smwilliamson has posted a setup for getting such thermostats connected to pellet stoves do a search on member name.