This is a little too broadly put, this question. Generally, as Essayas has said, you make most thematic maps under the symbology tab for the data layers that have your thematic information. But there are lots of other considerations that could go into this, for instance, what kind of thematic map you want to make (e.g., choropleth, graduated symbols, etc.), which depends in part on what kind of data you're mapping (nominal, ordinal, interval, ratio). Perhaps with a few more details you could get a more specific answer.
I want to specify some feature zone wise in a particular district in ArcEngine 9.3. I have prepared map zone wise using ArcGIS 10.2 with relevant Attribute table, it can be displayed in ArcEngine 9.3 the query related to particular zone couldn't done.