The Heat Flow block is not an in-build library block in Simulink; hence you are unable to find it.
Furthermore, the command you are currently using to open the example is compatible with MATLAB R2023b and later versions. To open the “Peltier Cooler Model” example in MATLAB R2022b, you can use the following command:
ee_peltier_device
You can refer the following MathWorks documentation for more information: https://www.mathworks.com/help/releases/R2022b/sps/ug/use-of-peltier-device-as-thermoelectric-cooler.html
Hope this resolves your issue.