U can ride to laos and cambodia on a foreign bike or Thai bike. I had verified with the Thai, laos and cambodia custome officers. I even tried tht on my Singapore registered motorcycle.
U cannot go into Vietnam as u need an IDP (U need a 5yr license to get Thai IDP)
U can get a Thai license on visa exempt. Go through a sch and it be easier (do tht if u got no experience)