Thailand doesn't use cinnamon as much for desserts, as it is used for soups and savoury dishes to add a non-hot but still spicy flavour. A typical dish is Cinnamon Soup with Eggs or Cinnamon Pork Chops.
Cinnamon is the inner bark of a tree cut into small sections that curl up to form sticks like the ones in the photograph.
This is the best way to buy cinnamon, as sticks rather than powder. Cinnamon powder loses a lot of its flavour in the air and for many Thai dishes, the cinnamon is added and removed later, something you can do with cinnamon sticks but not with cinnamon powder.