Hi, Welcome to Sevenforums.
I am not sure about this but, there is no way for Windows to be able to pull the cover out of an ePub and display as a thumbnail. You would have to make changes in registry to do that.
These are changes required in registry. (this is for 32 bit Windows). Only do this if you are comfortable
[HKEY_CURRENT_USER\Software\Classes\.epub]
@="epub_auto_file"
[HKEY_CURRENT_USER\Software\Classes\.epub\shellex]
[HKEY_CURRENT_USER\Software\Classes\.epub\shellex\{00021500-0000-0000-C000-000000000046}]
@="{9E6ECB90-5A61-42BD-B851-D3297D9C7F39}"
[HKEY_CURRENT_USER\Software\Classes\.epub\shellex\{BB2E617C-0920-11d1-9A0B-00C04FC2D6C1}]
@="{9E6ECB90-5A61-42BD-B851-D3297D9C7F39}"