The image you have posted shows an option where you have "Choose a thumbnail"? You keep clicking the "Next" arrow until the image you want pops up. It pulls all the images on the page so mostly you should not have a problem choosing the appropriate image.
But you can only choose from these options as far as I know. You also check No Thumbnail, if you choose not to have one. But I don't think you can add one that is primarily not on the page.