Thumbs.db files are only shown when a specific setting — Show Hidden Files And Folders — is enabled in the Folder Options panel. These files are completely harmless and their function is to render a preview of files inside its corresponding folder. Thumbs.db generates a quick image based preview of files inside a folder when using the Icon or Thumbnail mode in Windows. By creating the preview before the folder is accessed saves time rendering a visual thumbnail. Doing this on the fly might not slow your computer down dramatically. However, for folders with many files or folders hosted on storage with a slow connection, thumbs.db can help give you a visual representation without waiting to connect to the folder. If Thumbs.db look like clutter, you can simply delete them but removing one does not remove every .db file. To disable thumbs.db navigate to Folder Options in Windows either through the Control Panel (all items view) or via Organize -> Folder and Search Options in Windows Explorer. Under View, select Do not cache thumbnails and then click Apply to All Folders.
By selecting this option, Windows will no longer generate thumbs.db files to show a quick visual representation of what’s in the folder you are accessing.