Gator John is talking about the "tones" themselves - the samples that make up the patches.
If you go to PCMS sound 1, which is the 128 Voice Piano, press and hold Shift and then press the button for Tone Edit, it will take you to the edit screen.
Scroll to "wave" and you'll see "wave group", "wave no." and so on.
You'll see something at the top that says "sw select" (sample waveform select) and 1, 2, 3, and 4 across from that. The green line is probably under 1 but you'll see a purple dot after 2. That means that out of the four possible "partials" (as Roland calls them) only #2 is turned on. And if you look down in the wave no column you'll see that it's set to 13, and if you look towards the bottom you'll see something that reads:
Partial 2 INT-A 13: ac Piano 2 Pa.
Now, if you scroll down to that column in wave no, you can scroll up and down through the numbers.
If you scroll all the way up to 623 you'll have Thunder. And you should hear it.
This is how you make sounds (and tailor them to your liking).
You could make the changes and save this as a new patch (though it's probably the same sample that's used in the GM2 patch).
Don't save it over the 128 Voice piano patch though or you'll never get that back without being able to compare all the parameters to someone else's FA or loading in a backup you made. If you do save it, you want to save the patch you've created using an empty user patch.
In theory, if you knew what you were doing, you could start with an "init tone" that was "blank", and pick both Thunder waveforms and put them in partials 1 and 2 and turn them on. When you press a key you get both sounds at the same time which could give a better effect (or not).
This is actually a good way to learn how to edit synth sounds, but at the same time, for practical purposes, you're better off to do something like try an effect on an existing patch, or again, sample something in from elsewhere.
I should mention something here: AFAICT the "GM2" patches are made of decent quality samples that are no worse than any other samples in the keyboard. IOW, in the old days using a GM patch meant it was bad samples, usually only 1 partial (but see, the PCMS 128 Voice piano is just a single partial too) and were usually far cheesier sounding than the other sounds in the synth.
But these here seem to be a pretty good quality level. They're far better in comparison to the other PCM sounds than they used to be, to the point now where I'd simply say they're just other PCMS sounds and not anything "lesser" in any way.
So if they work, don't be afraid to use them.
You might also try something like using the GM Patch, playing 1 note, then adding a 2nd note in later, and sampling what you play. Then you can just press one sample pad and get the entire "progression" of the thunder sound you've created. So you figure out how to play the thunder or wind effect to make it more like you want it, then record that all as a sample.
HTH,
Steve