WordPress.org

I have changed ThickBox's css and nothing happens

Make sure you don't have other ThickBox loading. The wpenqueuescript is the safe method for including script files into WordPress but some plugin developers are not using it. Ask who develops your plugin to modify it by using wp_enqueue_script and wp_enqueue_style.

Which is the version of jQuery that this plugin uses?

The plugin enqueues the jQuery version included in WordPress. As of version 2.7 WP includes jQuery version 1.2.6. But WP 2.3.2 includes version 1.1.4 so it will probably be ok. I haven't tested ThickBox with jQuery 1.3 yet. The version included with WordPress is safe to be used along with scriptaculous, mootools and other libraries.