The Thunder Card was the first card Sakura captures in the US, but the 9th or 10th captured in Japan. It is basically a creature of lightning (so why not call it the Lightning Card?) which Li calls Raijuu (or Raiju, don't know which is right.) In episode 8, Sakura goes after Thunder, which earlier in the day first appears in the park. That night, it appears at her school, where she and Li fight it.
As you can see, the Thunder Card's physical form is that of an electrified wolf. Don't touch it or you'll get fried though. Sakura was able to capture this card using her Shadow Card.