How do I get thumbnails?

If your theme has support for Post Thumbnails the “Featured Image” metabox will be visible on the on the Edit Post and Edit Page screens. If it isn’t, make sure “Featured Image” is enabled in the screen options on the top right.

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After clicking the “Set featured image” link insert image. Once you have selected the featured image and determined the image settings, click on the blue “Set featured image” button, to set it as the featured image for your page or post.

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Reference:
Setting a Post Thumbnail