How do I find which articles are missing a featured image in The WordPress database?

I guess you want it to know in which article you need to edit and add featured image.

You can create some file in the worpdress root folder and just use WP_Query to get all the posts and to check if there is no feature image you can use the has_post_thumbnail().

Change the post_type if needed.

Example

<?php
require_once('./wp-load.php');
$query = new WP_Query(array('post_type'=>'post'));
if ( $query->have_posts() ) while ( $query->have_posts() ) : $query->the_post();
    if(has_post_thumbnail() === false) {
    ?>
    <a href="https://wordpress.stackexchange.com/questions/289113/<?php the_permalink(); ?>"><?php the_title(); ?></a><br>
    <?php
    }
endwhile;

If you still want to use the SQL you can create WP_Query and take the generated SQL. You can also use this WP_Query like the first method and you don’t need to check if has_post_thumbnail() is false.

$query = new WP_Query(
    array(
        'post_type'=>'post',
        'meta_query' => array(
            array(
                'key' => '_thumbnail_id',
                'compare' => 'NOT EXISTS'
            )
        )
    )
);
echo ($query->request); // Print the SQL

So the SQL for this example after I modify it is a little.

SELECT * FROM wp_posts  LEFT JOIN wp_postmeta ON
(wp_posts.ID = wp_postmeta.post_id AND wp_postmeta.meta_key = '_thumbnail_id' )
WHERE 1=1  AND (wp_postmeta.post_id IS NULL) AND wp_posts.post_type="post"
AND (wp_posts.post_status="publish" OR wp_posts.post_status="private")
GROUP BY wp_posts.ID ORDER BY wp_posts.post_date