Can my Cary CAI 1 work well with Theil 2.4??

It should work, but if I think what your mean by: "ROCK!!!" is correct, then you'll need more power. Of course your room and idea of "ROCK!!!" will need to be considered.

I don't know that amp but I have Thiel 2.4 and run them on 250 watts of class-d (wyred4sound) and it works well. As I was building my system I used a 100 watt rotel class-d for a few months. It had enough power to work I a mid sized room at 80db. The sound is a little cold bad dry in class-d with Thiel but the impact and punch is very good. As alway a trade off in what you want.