Use Windows Explorer to display folders as icons and it saves thumbnail images of each file to a cache, ensuring they can be displayed more quickly in future. In Windows 2000/ XP a separate hidden cache file called thumbs.db was created in every folder where it was required. Later versions of Windows have a single cache, but thumb.db's may still be visible on remote shares and in a few other situations.
Apart from creating a lot of disk clutter, these caches can be a privacy risk, as they may contain thumbnails of images which you think you've deleted.
Thumbs Remover is a compact portable search tool which can scan a particular drive or folder tree for thumbs.db files, deleting some or all of them in a couple of clicks.
Click the gear icon top-right and there's an option to integrate Thumbs Remover into Explorer. This adds a "Scan with Thumbs Remover" to the right-click folder menu for drives and folders.
If you're concerned about this then the real solution is to tell Windows not to create these caches in the first place, of course, and Thumbs Remover can do that, too: click the Gear icon, select "Do not allow Windows to save previews".
Thumbs Remover doesn't do very much - and most of that can be done with Windows alone, if you know where to look. But it's compact (<400KB), portable, easy to use and entirely adware/hassle-free, so if you'd like to control thumbs.db files on your system then it's a reasonable choice.