If you're actually referring to having the thumbnails lead directly to the original, non-scaled images, there are two settings to check.
Under Images > General > Include, check only Originals.
But then, under Images > Advanced, make sure you've checked Copy originals if needed. Without that, the originals aren't copied into the completed album, which will produce "broken" links.
(That second option is there to address the rare situation in which the user is keeping the originals on his server, and doesn't need to have them copied locally.)
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