To set a featured image… go to this video link, here
The word tutorial:
1) Scroll down the page to “Featured image”, then click the blue highlighted text “Set Featured Image”
2) From here it will bring you to a screen box with two options, “Upload Files” or “Media Library”. We recommend everyone Google search whatever image they need and keep that image consistent to their 30day challenge. To Upload a photo, go to “Upload Files” and click the photo you’ve picked- from there it will be uploaded into the Media Library from now on.
3) After you’ve uploaded a photo, every time you Set an image for every post, it will be in the “Media Library”, after this is done you can Publish your post.