In my eyes, design thinking is the process of adapting and improving something you're working on. Kind of like trial and error. If something doesn't work, you can fix it.
The first step is Empathize. This means you are learning about what you are going to create and just become comfortable with everything. In this stage, you'd research the project.
The second step is to Define the Problem. This is where you'd put all of the information you've found and find any possible problems you could have.
The next step is Ideate. This is where the designers compute ideas. Kind of like a brainstorming session.
The fourth part is the Prototype. Now your team has taken one (or more) of the ideas from the last step and created an inexpensive version of what you want to create. It usually won't be the same size as what you're planning on making unless it's very small. You'd test these prototypes to make sure they work properly and find and fix any mistakes or problems it has.
The final step is Test. This is where designers would test the complete product, making sure it's consumer-ready. Of course, you do not have to follow the Design Thinking Process step by step, but it certainly helps your product become more successful.