As Arpit said, we need to know more about what OS you are using and even more importantly, how you generate those PDFs. If you do not choose to emebd page thumbnails or whatever tool you use simply doesn't generate them, then it would be perfectly normal that you see no icon thumbnails....
I have Microsoft 64 OS. I have newest version of Adobe. When I look up my PDF folders, it just shows the Acobate logo on the front of the file folder, instead of what is in the folder. I used to be able to view. This is a new hard drive as old one died. I am some what computer inept, so not sure what you mean by embed thumbnails. How do I do that.
I will elaborate by examble. I order a quilt pattern recieve by email in PDF form. I then save to folder I want it in. When I go to folder to find, and shows all of the files in the folder - then all I see are the Acrobat icons, instead of seeing what is in each file. Does this help clarify better?