I am trying to get video thumbnails, but I do not know where to start. Where do I upload the thumbnail image to or what code should be edited. Mind you I do not know much about code editing. Please help.

You create an image of the same name as your video, but with an image suffix (.jpg, etc.) and upload it to the same folder as your video.

I tried that, is there a step after that I am missing?

Did you enable the class-video plugin?

THANK YOU! It just started working.
I appreciate it.