Set a featured image in your post or page, locate the Featured Image box on your editor page and click Set featured image. This screen allows you to drag and drop files or select them right off your hard drive.
You can also choose from the images that are already in your media library. Selecting an image will give you the choice to edit the image which would take you to the image editor, or you can delete it permanently. Once you are happy with your image, click Set featured image. Click on the Preview button to see your changes or click the Publish button to make your post or page viewable to the public.