The only way to create a thumbnail for your .cr2 file is to load it and re-save it in your character folder. All .cr2 files are usually accompanied by a thumbnail so you can preview the figure you are about to load into your scene. Do a search for any .rsr files in your Runtime folder and convert them to .png using P3DO explorer.

Helpful Tip: I do this for all my .pz3 files I keep... save a quick test render or a screenshot so I know what's in that scene. You can choose a title that'll serve as a short description of the scene.