Hanky Panky summarises it beautifully. In more detail, you’re probably going to want to go Thailand-Myanmar-Bangladesh-India-Pakistan-Iran-Turkey-Europe, and you’re going to want a reasonably hardy (read: 4WD, etc.) vehicle to do it.
My Mum and Dad did India-UK overland some years ago, and it remains do-able as far as I know. The trickiest bit will be Myanmar, which whilst more liberal than previously, is still pretty tightly controlled.
There are various fora specifically for international overland travellers, but my favourite is the HUBB (disclaimer: I’m a registered user but have no other connection with them) which whilst motorcycle-oriented still has a healthy four-wheel population. Reports there suggest that a government guide is required for travel in Myanmar, and that’s going to take some arranging. Visas will be needed, which will be date-linked to your travel plans, thus giving you the chance to enjoy the well-known phenomenon of being nailed to your itinerary because you have to cross your current country and the next border inside 72 hours. A couple of local shakedown tours to check your gear and skills are a must-do. The open/not-open-to-you/closed status of border crossing points changes frequently, sometimes day-to-day, so a great deal of flexibility and patience can be required.
As others have pointed out, you’ll need a carnet to indemnify you against swingeing customs duties, and you can’t dispose of the car at your destination unless you make suitable arrangements. In short, this is probably do-able, but will need months of research, preparation, and planning. If you’re doing it as a life experience, I’d say go for it if you’re minded to; if you’re doing it as a way to move a car from SE Asia to the UK, just ship it.
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