There are lots of ways to build a contact sheet of a folder full of images. Despite what many people think, you can still use Adobe Bridge, but it requires downloading and installing an older add-on. Instead, you can use Adobe InDesign’s built-in ImageCatalog script to build thumbnails of a folder full of images, including the file name, image dimensions, and more.
InDesignSecrets has a great walk-through showing you how to build the ultimate contact sheet. I’ve always used Bridge, which you can still do after downloading and installing the old Output Module. But when I came across this old post detailing how to do it using InDesign, I immediately fell in love with the method because it offers a little more flexibility, and the ability to edit it after the fact.