First, some basics so we are on the same page.
Thumbnails are reduced versions of your images. As such, thumbnails do not link to anything. However Zenphoto does provide some template functions for printing a thumbnail along with a link to the image for which it is the thumbnail.
So I guess what you want to know is how to show a thumbnail image without using the printThumb function. You can use a function like `printCustomSizedImage()` to print the image. You will have to imbed that in the HREF tags to your slideshow to get a link there.