Go to https://leodex.io/ -- or https://leodex.io/?ref=monk If you would like to be my affiliate 😀 (No pressure. Honestly.)
Click on Connect Wallet.
Click on Keystore.
Click on Create Keystore.
Enter a password.
Re-enter the pass word.
Click on "Click to Reveal"
WRITE DOWN YOUR 12 WORD PHRASE!!!
Click Download Wallet.
Click Download.
Click Create Wallet.
Oops. Didn't see you said Thorwallet. I never did well on those read directions first things in school!
Don't know about thorwallet, but there is this:
https://faqs.thorwallet.org/how-to-guides./getting-started-guide-1