If you insert a picture on a page and then resize it smaller, that's a
thumbnail. It's simply a smaller representation of the original.
I'm guessing you've already created your thumbnails.
If you want the original picture linked that's simply a matter of uploading
the picture to your server and linking to it url. If you uploaded your
picture to the root of your web the url is like
www.mysite.com/mypic.jpg
simply hyperlink the thumbnail on the page to that url.

First, I'll give you some good advice. That is visit David Bartosik's site:
http://www.davidbartosik.com/

Not have done a thumbnail build I would try a little experimenting like
making small copies of the pictures, place them on a web page and create
links off of them to larger copies of gif files.  Haven't tried it so I
don't know if it would work or a good way to do it.

Why would you want to do that?