You can choose the thumbnail for your episode when you publish your episode in the "Publish" -> "Episodes" page in your Podbean account. You can upload a new episode image by clicking on the "Choose new image" button. You can also select an image from "Media Manager" by clicking the inverted triangle for the drop down menu of the files. If you do not choose an episode image, your channel logo is used as the default.
You can also edit the episode logo image even after the episode is published. Go to the "Publish"->"Episodes" page and click the "edit" icon on the left of the episode you wish to edit.
Now you can see your episode logo on your Podbean site:
Some themes may not show the episode logo on the site, but you can always find the episode logo in your feed at: http:username.podbean.com/feed.