I would need more information to make any suggestions in detail, but I can recommend a few options. Also, I believe there are some extensions/components out there - some possibly free - that make it easy to make an image gallery. Try a google search.
1. Create another frame (frame 2)
2. Convert the thumbnail into a button
3. Make the button link to frame 2
4. Insert the full sized image on frame 2
5. Create another button using the letter 'X' on frame 2
6. Make this button link back to frame 1.
1. Convert the thumbnail into a button
2. Make it link to an html file
3. Create a new html file
4. Insert the full sized image