As far as I know, this forum is not run by Microsoft and you won't get an official answer to Q2 here. To the best of my knowledge, Visio is not part of the suite of apps you get by buying Office 365. If you can find a Microsoft official page that says it is then I would be very interested in that.
To the best of my knowledge, a thumbnail requires your document to have a saved preview stored. This can be created by Visio when you have the file open if you have that optional setting turned on. Have a look at these threads to see if they help you get a preview thumbnail after opening and saving a file.
https://groups.google.com/forum/#!to...al/x5LPLDqTWN8
Visio file preview
Note that you may also need to save the file in a more updated format such as vsdx in order for it to work but if you still have Visio 2000 loaded then a preview of a vsd file should still be possible.