A.L.
I think it's wonderful that you ask so many questions!
For the food drive, the schools usually collect items to give to the local food banks. This is a place, usually run by churches, that help distribute food to families or elderly people who have a hard time paying for it.
For the Theme basket, this is a fundraiser for the school. The way our school does it, each class picks a theme, and the parents send items that go with that theme. Someone packs it into a pretty basket (or box), and at some sort of school event, the baskets are displayed, and people can by raffle tickets to try to win them (maybe if this is for the teachers, then the teachers will be buying the raffle tickets?). Because the baskets are all donated, the money to buy the raffle tickets all goes back to the school. If your teacher has asked for "Winter Themed" things, that must be your class' theme - so just anything you can think of that has to do with winter time. Maybe a scarf or some hot chocolate, or some nice coffee mugs?
Thanksgiving is mostly a time to acknowledge what you have and are grateful for. It's a reminder of things we DO have, instead of what we don't. It's part of the reason the food drives are popular this time of year. You don't necessarily have to hug anyone, but wishing someone a Happy Thanksgiving is nice. It's a nice time to tell the people you love that you are thankful to have them in your life, too.