By default, when you add videos files or effects (.liteffect files) to your Creator project, they appear in the Media Browser without a thumbnail.
It is possible to add your own thumbnails manually. In order to do so, you need place an image (.jpg or .png) in the same folder as your video/effect file with a specific name as follows: the thumbnail should be named the same name as the video file (including the extension), as well as the thumbnail's extension. Examples:
Video file: "Glowing Lines.mov" | Thumbnail file: "Glowing Lines.mov.png"
Effect file: "my-effect.liteffect" | Thumbnail file: "my-effect.liteffect.jpg"