Thumb.db is a cache of the current picture in any directory that contains Picture files for example: .jpeg. To remove it ,navigate to:
1> open "WINDOWS EXPLORER".
2>go to "TOOLS".
3>open "FOLDER OPTIONS".
4>go to "VIEW".
5>see 1st section "FILES & FOLDERS".
6>click on the "DO NOT CACHE THUMBNAILS".
Now the thumbnail file will be removed from your computer once u do this the file will be never created.