Please check the following:
(1) Make sure that the thumbnails have been uploaded to the correct location on your web server.
(2) Check the permissions of the thumbnail files (and their containing folder) on your web server (with an FTP program or within your web hosting CPanel) in case they are currently too restrictive and cannot be read by browsers. Default permissions of 755 for folders and 644 for files should be fine.
(3) Make sure that the 'thumbUrl' paths in the gallery's XML file are correct and that the filenames in the XML file exactly match the thumbnail image filenames themselves. Take care with uppercase vs lowercase characters. Your web server is likely to be case-sensitive and 'thumb.jpg' is not the same as 'thumb.JPG'.

Hopefully this will help.
If you continue to experience difficulties, please post the URL to your gallery's web page so that I can take a look and help further.

If the problem turns out to be directly related to the use of the Juicebox module for Drupal, then please note that we did not write the module ourselves and support for the module would be better directed towards the Drupal forum where the author of the module should be able to help you out further.