There is a couple of other circumstances that will deter windows from showing thumbnails,
One is if the view of the page is off,
If you look at the top right side where the question mark is,
There is two symbols, one of them has a drop down arrow, click on it and make sure it's on at least medium icons.
The second one is, go to your control panel and click on system,
Then on the left side column click on advanced system settings,
Click on the settings button in the performance section on the top,
Check the box, show thumbnails and not icons, apply and okay.