I blindly assume you have not read the pdf either you have linked, or did you? No relation to thermodynamics in it.
Wrong and wrong. Did you read it? The first part is about magnetism in general which is later used to define the partition function of a paramagnet and calculate thermodynamic properties it, i.e. heat capacity or entropy.
In other words: the famous 1st, 2nd and 3rd law of thermodynamics have no relation to magnetic or electric or other fields.
You forgot the 0st law...
Anyway, the laws of thermodynamics only account for the macroscopic features of an ensemble. They define relations between these properties independently of the microscopic nature of the ensemble. But to use this on any real system the microscopic interaction has to be described to derive the first set of macroscopic properties. And this has to include the magnetic or electric forces if present.
"'Tis true, 'tis pity, and pity 'tis 'tis true." -- Poloniouius, in Willie the Shake's _Hamlet, Prince of Darkness_