In jAlbum 38, this is very easy. You can right-click on the PDF icon in the Explore view, choose Attachments > Representing image > Attach file, and choose any image you like for the PDF. The skin will use that image as the thumbnail for the PDF.
Some skins will also use it as the lightbox "expander" image that's shown while the thumbnail is zooming up to the full-size display, at which point it's replaced by the PDF contents.
It was possible to use an image for a PDF in prior jAlbum versions, but the method is cumbersome, and is now obsolete. I recommend against even trying it.
