Recoll will display thumbnails for the results if the images exist in the standard location ('$HOME/.thumbnails' or '$HOME/.cache/thumbnails' depending on the xdg version).

But it will not create thumbnails, mainly because it is very hard to do portably.

Thumbnails are most commonly created when you visit a directory with your file manager, but visiting the whole file tree just to create thumbnails is a bit fastidious.

One simple trick to create thumbnails from the recoll GUI is to visit the parent directory for a result by using the Open parent document/folder entry in the right-click menu.

You can also find tools for the systematic creation of thumbnails for a directory tree. Three such tools are discussed on this askubuntu.com discussion

Also please note that no thumbnails can currently be generated or displayed for embedded documents (attachments, archive members, etc.).