StashApp comes with its own thumbnail generator, so you should be able to see the thumbnails.
However, the real strength of it is that, it has something called "scraper", which can retrieve all the information about the video for you, once you provide the video's URL. So you don't need to manually type in the movie name, length, studio, performers, tags... etc. It will save you tons of time, and give you a much better presentation of your video, instead of just a simple thumbnail.
The difference is like before you use Plex for your movie collection, and after it.
By the way, I think the thing you are referring to it's actually "poster", not thumbnail.