Yes, it's exactly what you think. And, no, I don't know what you do with thimbles. Wikipedia says a thimble is a "small, hard-pitted cup worn for protection on the finger that pushes the needle in sewing." So that means instead of pricking your finger, you stab Kate Middleton's face!
But don't let me tell you why to buy this set, listen to its seller on eBay:
I have up for grabs an ultra rare set of bone china thimbles depicting Kate Middleton which appeared in the Daily Telegraph in 2008. I purchased the set at the time but I think they were discontinued when the article appeared in the UK and Worldwide. 5 thimbles in all with 4 different pictures (one has the same design). Quite crudely printed but never the less great collectible items as they [sic] won't be others like these.
Price right now is 5.50 pounds sterling ($8.84), so submit your bid today!