To know about what is thickbox please check this link. WordPress use this a main popup window or modal view. Thickbox is a jquery plugin and it’s available with wordpress with jquery. So my tips is how to use that in front end , using the thickbox available with it, no need to use externally.
At first let me tell you where you can get it if u search wordpress directory manually. Just check in wp-includes\js where you will get all the js library and plugins used with wordpress or available for use with plugin and theme. And here is every thing you need for thickbox