Thailand has its own unique alphabet. It isn't known where the script comes from, but it is around 800 years old and may be based on the Mon, or the Khmer writing systems. It is read from left to right, but many of the vowels are written before their consonant and others are made up from a combination of characters around the consonant.
If you can learn to recognise the more common letters and their basic letter sounds then it is actually reasonably easy to start to read many Thai words (of course that won't tell you much about what they mean). The pronunciation guide here is aimed at people who speak British English rather than American English. The American English pronunciation guides commonly seen will have you using many of the wrong vowel sounds.
The alphabet taught in schools only features the consonants, but there are a number of vowel letters as well as a slew of other characters for depicting things like the tone of the syllable. There are also symbols for the numerals.