how to add thumbnail to cursor sets

It is created automatically, but because your initial cursors were empty, it was empty, it is OK now, but your web browser has the old image cached, so on the page, where you don't see the thumbnail, press CTRL+F5 to force your web browser to refresh it (other people, who only visited your set after you have updated it, see your thumbnail just fine).

Pretty good first cursor set BTW.