There is no reason to need Thunderbolt 3 (at least, directly) for a CD drive, and I doubt such even exists. You might be confusing Thunderbolt 3 with USB-C, which, while Thunderbolt 3 does use a USB-C plug, are not the same thing.
What you need here, if you're out of normal USB ports, is a USB hub. This could either attach to a USB-A or USB-C port (whether or not that USB-C port is Thunderbolt 3 enabled or not), and would provide multiple USB-A ports (the "normal" type) and possibly some additional USB-C ports (you can get really fancy ones that have ethernet, extra HDMIs, etc too - these are often called "docking stations" - but this is not what you need here). That aside, I've got a "almost ready to go, just add DosBox" download of L3D you can use here:
https://www.lemmingsforums.net/index.php?topic=4289.0If you did prefer to stick to the CD, you wouldn't need to "install" it. Just copy/paste the appropriate files to your hard drive (as for technical reasons, it cannot directly decompress the file in memory and instead must decompress it, save the decompressed version, then load that - and there is no code to handle "save the decompressed copy to a different place" when doing this on a read-only medium such as a CD), and then start opening.
I can say for sure that L3DEdit can extract those two graphics, though I don't remember off-hand what file number they were (as L3D names its graphic files with a scheme like "ANIMOBJ.001", "GFX.001" etc - the name represents the type of file, and the extension is an index number; there's no meaningful name). However, you could start by looking through the options in L3DEdit's lists (in the Styles, or whatever it was called, tab) which should point you in the right direction.