The covers in eXtreme Movie Manager are usually imported automatically from web, without the help of the user, but if you have already some of it on your PC  you can import in a movie manually with the Cover Browser.
What you have to do is to press the "Covers" button in the EDIT WINDOW :




it will open the Covers Browser shown here :



What you have to do now is simply Select all images you want and press the "Take Selected File(s)" Button. All images will be renamed and copyed in the subfolder "Covers" of eXtreme Movie Manager.

From release 1.0 there is also another way : by clicking direclty an image in the MovieCard Browser !

The MovieCard is a web-browser, so you can insert a URL and press enter for load it, not you must click on the images you want import, and eXtreme Movie Manager will Import it : EASY?