The approach to the Thumb
The standard approach is via La Luz trail from the crest. You can park your car at the Sandia Crest parking lot (3$ charge). You have to hike down the trail for ~ 2 miles through La Luz famous rockslide switchback section. After the talus slops, the rail will eventually reenter the trees. Find a faint trail at the next switchback that will head west through the woods. It is not very obvious, but you will know that you are on the right way as soon as you see several old pipes scattered on the ground. (La Luz trail is very obvious, the climbing trails are more obscure).