Is there a theme with a build in thumbnail in the content?

It’s probably a plugin you’re looking for. Nonetheles, your description is not clear at all.

Do you want some sort of photo gallery, photo blog, etc?
Or do you want to upload an image, include the image in a post, and display it as a thumbnail?

Just upload the image via upload menu. Specify the thumbnail size. It will give you some code. Something like the following.

<img src="http://path/to/imgdir/myimage.jp">

Just prefix the image filename with “thumb-” and put it in your post. See below.

<img src="http://path/to/imgdir/thumb-myimage.jp">