It is present in DMX but the solution only works if your files are stored under the portals folder (i.e. the default solution) and not if you move it to some unc path. The thumbnails will be generated under Portals/[PortalID]/DMX/Thumbs/. To do this you need to add the following to the ColumnList.Text of the resource files of the screens you want to add it to:
Thumbnail||150|||||||;
Where 150 is the width of the column. You can add the column wherever you want it. In the following example:

Thumbnail||150|||||||;FileCheckBox|Select|24|||||||;TemplateIcon||24|||||~/DesktopModules/Bring2mind/DMX/images/View.gif|Details||EntryId||EntryId=[PARAMETERS]&Command=Core_ViewDetails|False||~/|Icon16||||;Description|Description2||||True|Description||||||Default|;StatusLocked||24||||||Locked|File;StatusPrivate||24||||||Private|;StatusDeleted||24||||||Deleted|;StatusApproved||24||||||Not Approved|;StatusAttention||24||||||Attention|;ActionDownload||24||||||Download|File;ActionJump||24||||||Jump|Hyperlink;ActionJumpNew||24||||||Jump in new window|Hyperlink;LastModified|Last Modified|100||{0:d}||LastModified|||;Author|Author|150||||Author|||File;DateSubmitted|Created|70||{0:d}||DateSubmitted|||;FileSize|Size|70||||FileSize|||File

Peter