1. upload thumb nail jpg and the pdf to media library
2. create a new page, or select an existing one,
click the add image button in top bar.
3. choose the jpg thumb nail from the media library
by selecting show from the right side, and at the bottom
select insert in post.
4. Back in media library, choose edit under the pdf,
from the window that opens copy its URL
5. Now open the page you inserted to jpg on, click on the image
and select the edit button that appears on the picture.
6. It opens a window that allows you to edit the TITLE, ALT TEXT, CAPTION and URL, paste the URL of the pdf you copied in step 4.
7. update post and view the page, you should have a jpg that opens the pdf!