I require this information as well.

In your save game folder for your world there should be a "thumb.jpg" file, that is what your workshop icon becomes.
If it's not there, create it.
Not sure on what size it should be, I'd say 256x256 is appropriate, though for me I play in 1080p, the thumb.jpg still ended up generating at 1200x672px.

Save game directory should be something like;
C:\Users\Mattio\AppData\Roaming\MedievalEngineers\Saves\76561198017984344\Forbidden City Palace
Will be different for you, but you'll find it.

I did as you said and it doesn't work ...

Just pressing Escape and saving creates the thumbs.jpg. Just tested it on my workshop world and it worked. The thumb contains whatever you're looking at when you press Escape.
I will try publishing to see if the thumb updates or not. YEP! It did update.

I did have the same problem earlier though, I had saved manually a bunch of times and after submitting didn't have the icon. Perhaps it's a bug, you could do what I did which was download your submission, save it locally from the Workshop tab in ME, open it, save it again and check if it made the thumb.jpg, then submit that and delete the old submission.

It works ! Thanks !

i not speak inglish

If it's anything like how thumbnails for SE work/worked, press escape, save the game and then exit the world without saving.