The Thai monarchy is treated with a level of respect that may seem strange to a foreigner. Pictures of the royal family are everywhere and in some public places the national anthem is played twice a day. At that point you should do as the Thais do: stop whatever you are doing and stand to attention.
In 1939, seven years after the coup that changed the absolute monarchy of Siam into a constitutional monarchy, Siam changed names to Thailand and a competition was launched for a new national anthem. From then on Prime Minister Phibunsongkhram ordered the new anthem to be played, and the people to stand up to listen to it, at 8.00 and 18.00 hrs every day.
The image of the King on banknotes is also treated with great respect: you should not fold his image on a banknote and certainly not step on one.
The national anthem of Thailand sounds a little like the Marseillaise, the national anthem of France, which may help you identify it easily.
In Europe, some members of royalty are very popular and widely admired, even by people from other countries, such as the late Princess Diana of Wales or Princess Grace of Monaco. But in some ways the royalties of Europe are treated more like celebrities; many people love to read and gossip about them. They are even caricatured! On the whole it is more acceptable in Europe to be critical of the concept of monarchy, but be careful: overt disrespect, especially from foreigners, is not always appreciated, and in Denmark you could go to jail for insulting the Royal family in public!
European national anthems are much less known now, and generally only sung with real gusto at football matches.