Step 1 - Log into the website and click on Posts.
Step 2 - Locate the post you'd like to add a featured image to, then click Edit.
Step 3 - Scroll all the way to the bottom of the post, and locate Featured Image. Click Set Featured Image.
Step 4 - Choose the image you'd like to set from the Media Library, or Upload the File from your computer. Click the blue Insert Into Post button.
Step 5 - Scroll back to the top of the page, and click the blue Update button.