Use of "at" and "in"

This is a great question, but also a big one.  I suggest acquiring the ESL guide to prepositions called The Ins and Outs of Prepositions by Jean Yates.

Also, a simple google search like this one will pull up a lot of references for you to study.  https://www.google.co.jp/#hl=en&safe=off&tbo=d&sclient=psy-ab&q=prepositions+in+at&oq=prepositions+in+at&gs_l=hp.3..0l4.1647.4038.0.4263.18.14.0.2.2.0.165.1370.9j5.14.0.les%3B..0.0...1c.1.2.hp.XsKKggxHxH8&pbx=1&bav=on.2,or.r_gc.r_pw.r_qf.&bvm=bv.41867550,d.dGY&fp=ec8d38c6640a76de&biw=1377&bih=642

If after you have done some basic research, you have specific questions on this topic, please don't hesitate to post them here.  We will be pleased to help you.

In addition to the answer from Shawn, you should know that the phrase you wanted to use is rule of thumb, not thumb rule.  A rule of thumb is advice that is useful in most situations, but is not an official rule or always accurate.  The origin of the phrase has to do with using one's thumb as a unit of measure.