Featured Images

I’m working with a theme called Lazy Sunday.
I’m learning about “Featured Images” and want to start using them.
I have the “featured image” option available in the lower right of my post or page screen.
If id follow the procedure to insert a featured image it shows up in the window on the lower right indicating all is a go, but it does not show up in the post or page, Just a question mark where the image should be.
Any Ideas anyone?