For the html templates you can't set a thumbnail yet in v6. That's something that is already on Acyba's todo list.
As for the templates you create with the drag & drop editor thumbs are automaticly generated. When clicking "start from" both the html and drag & drop editor only show you the templates that belong to that specific editor.
Try for yourself. Create a template with the drag & drop editor and save it. Then create a second one and click on the "start from" option. You should see the first one.