%USERPROFILE%\AppData\Local\Microsoft\Windows\Explorer

This directory contains (among others such as ExplorerStartupLog.etl and ExplorerStartupLog_RunOnce.etl) thumbnail files (thumbCache*.db).

The creation of such thumbCache*.db files can be turned off using the registry by setting the value of DisableThumbnailCache under HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Advanced to 1.