Hello Amelie,
By default the components they have a default style, but Drupal gives you the option to create custom image styles. What you need to do is to create a custom image style and set the image field of Thumbnail Box to be rendered using this style. You can use my answer in Landing page - Modify style of Section background as a guideline.
The main difference between your case and my answer is that in step 2, you should apply the change in /admin/structure/paragraphs_type/cern_thumbnail_box/display, which is the main display for Thumbnail boxes.
However, keep in mind that the same style will be applied to all Thumbnail boxes.
Let me know if that works or if something is unclear
Konstantinos