A few things to add:
AdWords is completely independent of Analytics; one doesn't have anything to do with the other. If you have followed our Tracking instructions, added our modified version of the Google Analytics (GA) tracking code to your pages, etc., that would only support Analytics tracking (not AdWords). If you want to put AdWords in your thank-you page, then you'd need to customize your thank-you pages to add the AdWords code.
This FAQ page explains how tracking works in more detail and what factors can interfere with it: