Translation:Quinta-feira à tarde
Short answer: no.
That sounded a bit rude, so I'll give you the long answer instead: I don't really know why, we just don't say it that way. I don't think "quinta na tarde" is grammatically incorrect, and maybe some people actually use that expression, but it's not usual to say it like that.
I guess it would be a bit similar to ask why is it "in the afternoon" and not "at the afternoon" or "on the afternoon". "At the afternoon" is not completely wrong, but it sounds weird.