Not sure. Maybe 'do the thing' is a catchphrase or a plot element in a specific comic.
I think 'do the thing' in the context of comics could be a slogan or a mission given to a hero. Maybe it's part of a comic's marketing or a key moment in the story. But really, it depends on the specific comic and its storyline.
Well, it could mean that a character in a comic has a specific task or action labeled as 'do the thing'. Or it could refer to a comic series with that title. Hard to say exactly without more context.