Thunder is a reference to the powerful sound associated with two strong fronts of air coming together and then blending their energies. It is simultaneously used as a metaphor in this case. It comes up within the context of the phrase, "to steal another's thunder" which means that when someone was going to do something impressive, someone else suddenly does. Normally, this makes it so that the person who had planned on "making the thunder" feels disappointed that it has been stolen.
Finnegans Wake