Hi Anurag,
If you mean thunder alone, it is just a sound caused by lightning.
Yes, you can receive energy from it even though it just a sound, but it is small amount of energy which some are in picoWatt. Like the concept of microphone that convert sound pressure into analog signal by vibration which deals energy in picoWatt.
If you mean lightning, such energy is enormous and unpredictable that it can destroy different types of instrument.
God Bless.
Best,
Neil