In order to connect a thermocouple to an RX3000 station, you will need to use a third-party thermocouple transmitter, like the Omega TX13 series, which is available directly from Omega, click here.
In addition you will need the RXMOD-A1 four-channel analog input module for your RX3000.
The RXMOD-A1 will not only provide excitation to the transmitter, but also will accept the 4-20mA output. This can be scaled in the HOBOlink web interface to represent the 4-20mA as temperature in Fahrenheit or Celsius. The appropriate scale factor will be based on the model transmitter you purchase and the type of thermocouple being used.
Please see the attached drawing for more wiring details.