Windows Explorer is responsible for displaying icons and thumbnails, and has several features that can be added by third-party applications. What you seek are...
Shell Extensions
As Shell Extensions, as the name says, can be implemented to add functionality in OS.
Basically they are implemented as COM interfaces, and the entry points are defined in the Windows API.
For C#, a starting point is this:
https://www.nuget.org/packages/SharpShell
Some examples of the features:
Thumbnails of files
Can be associated with certain extensions or CLSID, which is what you are searching for.
Preview Handlers
They would be a relevant complement to the thumbnails, since it will make the thumbnails of icons, it would be good to take advantage of the logic to show in the visualization panel of the window itself also:
Overlay icon
Synchronization programs with external storage, or applications like Tortoisegit, can display a small indicator on the application icon, to show if the file is synchronized, for example;
Property Sheets
These are new pages in the file properties: have extensions for Windows that allow changing file dates, detection of streams NTFS alternatives, among others;
I won’t go into detail about the implementation itself, because it depends a lot on the language used.
As a complementary reading, there is a very interesting series in the Code Project, made for . NET, at this address (which is where the response images came from):
https://www.codeproject.com/Articles/563114/NET-Shell-Extensions-Shell-Thumbnail-Handlers
I sort the information, if you don’t like the edition, you can change, or even revert to its previous version by the history, available at http://answall.com/posts/157516/revisions
– Bacco