Front Page Featured Pages Options – circle image

I cannot figure out how to upload an image into the circles on the front page.

The quick video intro shows a drop down in the “Featured Pages Options” that you can scroll down and select an image but I do not have drop down option.

It does however say, “The images are set with the “featured image” of each pages (in the page edit screen). Uncheck the option above to disable the featured page images.” The problem is when I look at my pages, they do not seem to correlate to the “featured pages” circles on the front page. Do I need to change my pages into “featured pages” somehow?

Thanks