How to add thumbnails from recent posts to owl-carousel in wordpress automatically?

I can’t see your site. However, based on the code you added, you could try something like this:
css:

.owl-controls .owl-pagination .owl-page span{
height: 50px;
width:50px;
background-size: cover;
background-position: center;}

JS:

$('.owl-controls .owl-pagination .owl-page').each(function(index, value){
    $(this).children('span').css('background-image', "url('"+$('.owl-carousel .owl-wrapper .item').eq(index).find('img').attr('src')+"')");
});

Here is a working example:
http://codepen.io/BertoMejia/pen/LRLRBg