Sakura caught the Thunder card in the second volume of the manga. He wasn't too easy to catch. Sakura had to keep running around so she wouldn't get shocked! She did finally catch him though, and he is a really useful card!
Thunder's magic is actually more like lightening. He can shock you pretty good, set things on fire, and light up the sky, as well as making a lot of scary noise. He is an agressive card, and is best used offensively. Sakura uses Thunder to catch several cards, including The Shadow.