Thumbnail Image and JPG

First I'll start with my assumptions about thumbnail:

1. Thumbnail is the same image reduced by size so it is smaller in size and faster to load


2. In Exif data there is referance to Thumbnail Image so it might be part of the jpg file

Now what I think is that theoretically I can "inject" to a jpg file another thumbnail so that in windows i will see a small picture and when I will open the file I will see other picture

And my question is in guidlines how do I do that?

Thanks!