You can delete it with

lcFolder = ADDBS(...)
*--- WSH ---
loFso = CREATEOBJECT("Scripting.FileSystemObject")
loFso.DeleteFile(lcFolder + "Thumbs.db",.T.)
*--- WIN API ---
DECLARE LONG DeleteFile IN WIN32API String
IF DeleteFile( lcFolder + "Thumbs.db" ) = 0
  * Failed. Use GetLastError to get the error code
ENDIF

Check also How to change file attributes programmatically FAQ #15763

>
>I'm trying to erase the Thumbs.db created by XP when viewing images in a dialogue box with the erase *.* command, but it won't go quietly.
>Any suggestions?
>
>Luke