Please-How to: Thumbnail next to Adobe file name....?

This is probably something really simple, but I am not that savy.
Can someone tell me how to place an image next to a file name so I can have a better idea of what it is?
My problem is this:
I have a whole series of magazines, but they are saved as "issue 123" for example. If I could put an image of the magazine cover next to the name I wouldn't have to open the Adobe program(they are saved as pdf's btw) just to see what highlights are in each issue.
Please assist. Thank you.