You have to apply online. I don't believe they call people in for interviews. I guess it's possible but I don't see any recent posts about visiting the embassy.
The ask:thailand community, consisting of multiple Q/A groups with over 100,000 members, powers this platform. It is not an official government resource. Our members actively contribute to this resource, and while we strive for accuracy, we cannot guarantee its complete reliability. Assistance to travelers is provided as a community service.