Research on energy storage plants has gained significant interest due to the coupled dispatch of new energy generation, energy storage plants, and demand-side response. While virtual power plant research is prevalent, there is comparatively less focus on integrated energy virtual plant station research. This study aims to contribute to the integrated energy virtual plant station research by exploring the relationship between the integrated energy electro-thermal coupling capacity, various forms of electro-thermal integrated energy response, and electro-thermal integrated energy storage. Analyzing the attributes of an integrated energy microgrid, including energy storage characteristics, time-of-use tariffs, and electric and thermal loads, is crucial. A grid-connected microgrid with cogeneration systems, electric boilers, fuel cells, and energy storage systems is used as an illustrative example. The dispatching method prioritizes multiple complementary energy sources while considering the integrated energy demand response. The study presents different models for the electricity demand and thermal energy demand response and introduces the design of a wholesale power trader involved in building energy storage facilities and participating in the demand response. To verify the feasibility and rationality of the integrated energy demand response scenario, three different schemes are compared, and an economic analysis is conducted.