I think what you do is:
Take a nice screenshot of your route,
Open CMP and find your route (by searching the name etc.),
Right click on it and select edit in explorer,
It should open windows exlorer, but if not then open my computer and navigate to your trainz folder, and open the editing folder,
You should see a folder with your route's name on it,
Open this folder and find the file named config.txt
Open it and add the line:
thumbnail
anywhere (you should just need 'thumbnail', nothing else),
Save and close the config file,
Go to the ScreenShots folder I talked about,
Open the last image in the list (Your newest screenshot),
Change the width to 240 and the height to 180, then save it in editing\your route with the name $screenshot$.jpg,
Finaly, go back into CMP and select file>import content and navigate to your trainz folder\editing\your route and click ok, then commit.
I know this is realy confusing but it's the only way I know of.