Do thoughts 'create' vedana? Vedana is described as reaction to a sense contact. Are these only the 5 senses or is vedana also 'created' by thoughts or emotions?
Dhātu Vibhaṅga Sutta 


  On cognizing a mind-object with the mind,
  
  one investigates the mind-object that the basis of mental joy,
  
  one investigates the mind-object that is the basis of mental pain,
  
  one investigates the mind-object that is the basis of equanimity.


Titth’ayatana Sutta


  Cognizing a mental object with the mind, one examines the mental object as the basis for
  pleasure, or for pain, or for neither-pain-nor-pleasure


Saññā Nānatta Sutta


  Dependent on the mind-object element, there arises the perception of mind-object;
  
  dependent on the perception of mind-object, there arises the thought regarding mind-object;
  
  dependent on the thought regarding mind-object, there arises the desire for mind-object;
  
  dependent on the desire for mind-object, there arises the passion for mind-object;
  
  dependent on the passion for mind-object, there arises the searching for mind-object. 


Here searching is for the pleasure the intellectual stimulation brought.

Also all 121 minds according to Theravada Abhidhamma is associated with sensation as the mental factors of sensation is present in each of them.

When dealing with any sensation from any source (Contact with Faculties, 4 Frames of Mindfulness) you have to look at the arising and passing of sensations. Use painful sensation to eradicate aversion, pleasant sensation to eradicate craving and neutral to eradicate ignorance. How to sensation tied to thoughts are as follows:

Adopted from Pahāna Sutta (also found in the introductory commentary as is). This goes for thoughts as well.


  (1) the latent tendency to lust reinforced by being attached to pleasant feelings;
  
  (2) the latent tendency to aversion reinforced by rejecting painful feelings;
  
  (3) the latent tendency to ignorance reinforced by ignoring neutral feelings


Avijja Pahana Sutta 2


  Here, bhikshu, the monk has learned [heard] that nothing is worth clinging to. And a monk has
  learned that nothing is worth clinging to, thus: he directly knows all things. Having directly understood all
  things, he fully understands all things.
  
  Having fully understood everything, he sees all signs differently:
  
  He sees the mind differently; he sees mind-objects differently; he sees mind-consciousness differently;
  he sees mind-contact differently. Whatever that is pleasant, or painful, or neutral, that arises on
  account of mind-contact as condition, that, too, he sees differently.
  
  Monk, when a monk knows and sees thus, ignorance is abandoned by him and true knowledge
  (vijja) arises.