The thumbnails on the bottom are a matter of the software reading the ebook, not the ebook format itself. There is no way to embed images in an epub so they automatically display across the bottom of whatever program or reader that's used to open it. While the majority of people reading epubs are using a variant of Adobe's Digital Editions for it (which afaik doesn't support thumbnail image display, because most epubs aren't designed as individual pages but as reflowable textx), programs like Calibre, ePubreader and Sigil use different methods to display the files.
What are you doing the epub project for, that it wants thumbnail images? Does it have to be epub, or can you make it as a PDF? That's better for thumbnails and for most books where the author needs complete control of the final layout.