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But usually it shows up as a small image

Apparently this is 4 images and it shows up like this: https://www.dropbox.com/s/1n8wkixfimkmvlr/Screenshot%202015-...

Can anyone do this? If so, how exactly?

It appears to be a photo post (i.e. images uploaded to FB natively) as opposed to a link post, where FB chooses a thumbnail for you (or not, if it's a YouTube link). I've been seeing posts like this when friends upload image albums (if more than 4 images, you get a 'see more' box in the lower right)

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