If for some reason some or all files and not showing thumbnails try one or both of the following solutions.

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• Open Control Panel
• Choose Folder Options
• Click the Views tab
• Uncheck "Always show Icons, never thumbnails"
• Uncheck "Display file icon on thumbnails"
• Click Reset Folders button.

Also check

• Right click "Computer"
• go to properties
• go to Advanced System Settings to bring up the System Properties
• go to Performance and select Settings
• make sure "Show thumbnails instead of icons" is checked off.

Also try

• First open Windows Media Player, then click on files-open.
• Locate the movies or videos that you want to open.
• From there, a thumbnails will create.
• When you open window explorer, all the thumbnails were shown.
   

Original thread Here if the solutions dont work