Try this:
<?php
$the_query = new WP_Query( 'showposts=1&cat=55' );
if($the_query->have_posts()) :
while ($the_query -> have_posts()) : $the_query -> the_post();?>
<a href="https://wordpress.stackexchange.com/questions/144864/<?php the_permalink(); ?>"><?php the_post_thumbnail();?></a>
<?php endwhile;
endif;
/* Restore original Post Data */
wp_reset_postdata();?>
Replace cat=55 with the category ID you want and/or replace showposts=1 with the number of latest posts you want to show if you want more than 1.
If you want a different size for your thumbnail, you can use one of the followings (taken from http://codex.wordpress.org/Function_Reference/the_post_thumbnail):
the_post_thumbnail(); // without parameter -> 'post-thumbnail'
the_post_thumbnail('thumbnail'); // Thumbnail (default 150px x 150px max)
the_post_thumbnail('medium'); // Medium resolution (default 300px x 300px max)
the_post_thumbnail('large'); // Large resolution (default 640px x 640px max)
the_post_thumbnail('full'); // Full resolution (original size uploaded)
the_post_thumbnail( array(100,100) ); // Other resolutions