Thundurus is a Pokemon White only pokemon that can only be caught later in the game.
After you collect all eight badges, go to Route 7 and you’ll encounter a woman that mentions something about strange weather there. Head to the Celestial Tower and you will be taken into a house and told a story about what’s going on. Once you come out, you’ll see Thundurus fly onto the screen and then fly off.
Once this happens, you’ll be able to find Thundurus in Unova. Look in any route in Unova in the tall grass while the weather is storming violently. Thundurus should be around level 40 when you encounter it.