In WordPress admin when we go to Appearance->Themes we see all the current themes with their images. You can simply add a PNG image on your themes root folder and name it screenshot.png. It will work perfectly on Appearance->Themes.
I added a png image in my themes root folder.
And its works fine on admin themes page.
Now you can Activate this theme and refresh your website. It will show everything from index.html page without any CSS and JS.
So we are confirmed that our theme is working fine in WordPress. Now we need to add all CSS styles and JS scripts to show it perfectly.