Ensure that Configuration | Thumbnails | Show thumbnails for non-images is ticked. If this does not help read on.
Do this:
Do this:
If you are using PDF-XChange Viewer and there are still no thumbnails add this key to your registry (only do it if you are experienced and know what your are doing):
Windows Registry Editor Version 5.00 [HKEY_LOCAL_MACHINE\SOFTWARE\Classes\PDF-XChangeViewer.1\shellex\{BB2E617C-0920-11d1-9A0B-00C04FC2D6C1}] @="{B2F55D43-C7A4-4B7C-90D7-7A860DFA9F2A}"
Then reboot.