Almost any image editor allows batch operations, so if you already have a favorite editor, try reading its documentation.
Since you posted your question on this web, I will tell you more about two tools available here that can do batch image operations.
- Picture Resizer (freeware) can create thumbnails without problems and uses a drag and drop interface.
- RealWorld Photos (shareware) is a full photo editor and it can apply operations on image in batches. You can for example configure it to create thumbnails and also add a shadow to the images in one step.