The explanation you have in the picture is pretty old, it applies to Poser 4 which used .rsr thumbnails. This made it somewhat complicated to create missing thumbnails.

Poser 6 uses thumbnail in .png format. This means that you can easily render any picture you want in .png format and use it as a thumbnail. Just make sure that the size is 91x91 pixels and that it has the same name as the file you want it to be a thumbnail for.

Example: You want to make a thumbnail for a character you have saved as a .cr2 file. The character is named mycharacter.cr2.
Render a picture of the character according to your liking with a render size of 91x91 pixels. Save it as a .png file with the name mycharacter.png and put it in the same folder as the .cr2 file in your runtime directory.