The people of Thamud were the community of Prophet Salih. They lived in the rocky region of Al-Hijr (in present-day northwestern Arabia) and were known for carving homes out of mountains. When they defied Allah's command by hamstringing the miraculous she-camel that had been sent as a sign, they were destroyed by a devastating blast.
The Qur'an describes their punishment using the term sayha (a deafening, overwhelming blast) in Surah Hud (11:67) and sa'iqa (a thunderbolt or lightning-strike) in Surah Fussilat (41:17). The correct answer is therefore a thunderbolt, reflecting the catastrophic sound and force that annihilated them.
It helps to distinguish the punishments of different destroyed nations: the people of Nuh were punished by drowning in the great flood; the people of 'Ad (Prophet Hud's community) were destroyed by a furious, relentless storm; and the people of Lut were struck by a rain of stones. Associating each nation with its specific punishment is a reliable way to answer these questions correctly.