  Thermal machines exploit interactions with multiple heat baths to perform
useful tasks, such as work production and refrigeration. In the quantum regime,
tasks with no classical counterpart become possible. Here, we consider the
minimal setting for quantum thermal machines, namely two-qubit autonomous
thermal machines that use only incoherent interactions with their environment,
and investigate the fundamental resources needed to generate entanglement. Our
investigation is systematic, covering different types of interactions, bosonic
and fermionic environments, and different resources that can be supplied to the
machine. We adopt an operational perspective in which we assess the
nonclassicality of the generated entanglement through its ability to perform
useful tasks such as Einstein-Podolsky-Rosen steering, quantum teleportation
and Bell nonlocality. We provide both constructive examples of nonclassical
effects and general no-go results that demarcate the fundamental limits in
autonomous entanglement generation. Our results open up a path toward
understanding nonclassical phenomena in thermal processes.
