You would have to get all the posts but the current one with a wp_query then loop through them and output their thumbnail.
Something like this (Should work but untested)
<?php
//Set the current page id
$current_id = get_the_id();
// Get all posts of a post type but the current post
$the_query = new WP_Query( array(
'post_type' => 'your-post-type',
//'post__not_in' => array( get_the_id() ), Removed to include current post
'posts_per_page'=>-1
) );
// The Loop
if ( $the_query->have_posts() ) {
echo '<ul>';
while ( $the_query->have_posts() ) {
$the_query->the_post();
if( $current_id == get_the_id() ){
$current="active";
} else {
$current="";
}
echo '<a class="'.$current.'" href="'.get_permalink( get_the_id() ).'">';
echo get_the_post_thumbnail( get_the_id() );
echo '</a>';
}
echo '</ul>';
} else {
// no posts found
}
// Restore original Post Data
wp_reset_postdata();
?>
EDIT: added ‘posts_per_page’=>-1 to the query args
EDIT2: Show the current post with a class of active