Currently the DatePicker control doesn't support limiting the dates that the user can select by week day (you can limit the year range that can be selected). Please consider creating a new feature request in the PowerApps Ideas board for this.
An alternative for your scenario would be to display some sort of visual indication that the selected date is invalid. For example, you can have this formula for the BorderColor property of the date picker:
If(Weekday(DatePicker1.SelectedDate, StartOfWeek.Sunday) <> 5, Color.Red, RGBA(101, 128, 187, 1))
That will set the border of the picker to red if the date is incorrect. You can also have a label that tells the user what the problem is, for example, using this formula for its Text property:
If(Weekday(DatePicker1.SelectedDate, StartOfWeek.Sunday) <> 5, "Chosen date must be a Thursday")