Here you can see how to set up the ffmpeg on your windows machine.
Some of useful ffmepeg commands are as follows.
Extract audio file from video file (example shows how to extract audio file from mp4 and save it in mp3) 33 more words
In dolphin, enable previews then go to
Settings, Configure Dolphin.
Put a check in Video File
The Thumbnails created by Dolphin will be shown in Thunar too! 45 more words