Inside the session, you can set the resolution using either (1) a terminal:
xrandr -s 1920x1080
or (2) from the settings in your desktop environment (*).
If you increase the resolution of the ThinLinc session using either of these methods, the ThinLinc client window will show scroll bars — if the session resolution is larger than the client window.
(*) Note that, for example, Gnome will be quite persistent after changing the screen resolution in its settings, these settings can later cause issues.