Native speakers think in English just the way we do in our native language. As we in Kerala think in Malayalam, they think in English. Not because they learned to do it, but because they used the language right from the childhood. They got it everywhere in their country. What they listen, read, write and speak are often in English. Therefore, naturally it is possible for one of them to think in English.
Is it true that you can think in English if you are only a learner, who attempts to learn English as a second language or foreign language? Here comes the difficulty. Many communicative English trainers in the past, irrespective of weather they work in a private tuition center or schools or colleges, kept informing their students that they have to start thinking in English as a process of learning. I often heard it form different teachers and trainers while i was a student.
Thinking is a natural process, we have nothing to do with it. If you desire for something the brain may pictures some visuals for you to go through. But how is possible to control the thoughts or language of the brain. It should happen naturally. Just like breathing. You don't learn to breath differently when you go to a place with different environmental conditions or climate. You body automatically gets accustomed to it. Similarly as you use the language frequently the brain, at some point, automatically starts thinking in the particular language. This is happening on a normal mode. You cannot train your brain to think in English.
It is certainly impossible for a person to think in English, unless he has been using the language (read, write, listen and speak) for more than a decade.
Suggestion: Try and listen to English tracks, download some useful conversations or speeches, listen to TED talks on Youtube, or listen to preachers who preach in English. These are some of the tools that keep you abreast of the language. The more you listen the better you speak. Research indicates that 90% of any of your language learning happens through listening practise. Try listening to English for 1hr everyday, gradually, after a couple of months you will understand more of English and after couple of months you will start speaking in English.