Hey Neulabs,
First of all, thank you for purchasing the skin, I hope you like it!
To enable the WordPress Featured images on your posts, follow the steps below:
1) Visit the Skin Content page of Thesis and click on the WP-Posts option (see the image below).

2) Check the box/boxes for where you would like to show the WordPress Featured Images (see the image below).

After making these changes and saving your Skin Content Options, the WordPress Featured Images should appear on your site. Let me know if you have any problems.
Cheers!