I once made a tutorial about that (see my signature below). Unfortunately now all the images are missing (went missing the last time the forum software was switched).
As you may already have that movie: Get the
Media Player Classic Home Cinema. Open the movie using it. Select "File > Save Thumbnails..." and save it as JPG. Then upload them to your post using the "Upload a File" button. You can embed the picture into your post using the "Full Image" button which will appear after the successful upload.
Another possibility for a thumbnail of a specific part of the movie is through VLC. Download
VLC and open the movie with it. Select "Video > Take Snapshot". It will save the current frame into the picture folder of your Windows profile (C:\Users\[Your-User]\Pictures).
Before you upload that picture, please, convert it from PNG to JPG. PNG is a lot bigger in file size. Then you can upload it the same way like you would have done if you use the Media Player Classic Home Cinema.