Thumbnailing for the DirectDraw Surface file format is not supported in Linux with the Caja file manager, but this is easy to fix.
The /usr/share/thumbnailers/ directory contains all of the thumbnailer files that automatically create thumbnails in the file manager for Caja. Just create a file named dds.thumbnailer and put this in it.
2 3 4 | [Thumbnailer Entry] Exec=/usr/bin/convert -thumbnail x%s %i png:%o MimeType=image/x-dds; |
This is like a little script, it contains an Exec line that defines a command used to convert the file to a thumbnail. This is very simple. This can be used for any file type that convert understands.