Thumbnail viewer does not allow to use checkboxes with images but you can customize thumbnail's appearance. Please read descriptions of the ThumbnailAppearance, FocusedThumbnailAppearance, SelectedThumbnailAppearance and HoveredThumbnailAppearance properties in the documentation.
You can use the ThumbnailPainting event, and then work on e.ThumbnailImage.GetGraphics() to draw something similar to a checkbox using an existing graphics or so.