Extracting rows from file based on another file using awk

You may use this awk:

awk 'FNR==NR {a[$3]; next} FNR> 1 && $1 in a' file2 file1

rs12266638  t   g   0.4259  0.0838  3.776e-07   +?  0.0 0.000   0   1