If you are content with a larger image opening in a new blank page, you can do
the following:

1. go to the page where you created the thumbnails and click Edit Page
2. select a thumbnail and right-click on it
3. select Insert link
4. select File on my computer
5. browse to the file and select it
6. go to the bottom of the Insert Link screen you are in
7. click advanced
8. whene you select Default at Target Frame, the image will open in the same
window as your website, when you select New Window, it will open the image in a
new window (!)
9. repeat this for all the thumbnails
10. when you publish the page, all the large images you connected to the
thumbnails will be uploaded to the server

If you want a more advanced solutiion, you will have to implement a flash, css
or javascript solution (search the web for gallerie-scripts: nice are the
lightbox solutions)