Hyde here from Shopify.
I will need to clarify a few things first before I can properly help you. First of all, can you tell me what theme you are using, please?
We have a complete list of free themes supported by Shopify right here. If you pick the theme you're using, you'll be able to find guidance on how to properly set up featured themes. If you're using a third-party theme, you will need to consult with the theme developers of that theme. We also have a handy guide on how to add/change the picture on a featured collection.
If none of this helps, could you please elaborate on what the issue is so that I can better help you?
All the best, Hyde.