Steam

Hi all. This is probably silly, but how in the world do you change this circled image? Right-clicking on the whole thing then clicking "manage" can only set the one already there, not this empty one.

EDIT: I have failed to mention that this game isn't a steam game, it is a "non-steam game" that I added to steam.

EDIT2: Just found out that hovering over the game and keeping the cursor on it makes it go through a series of pictures, which leads me to believe that that is an "album" of several pictures for each game that gets downloaded with each game.