How to edit featured image

i don’t know how to change featured image on my theme “MusicStyle”
it says

How to add images to your featured posts slideshow?
? If you are using WordPress version 2.9 and above: Just set “Post Thumbnail” when adding new post for the posts in selected category above.
? If you are using WordPress version under 2.9 you have to add custom fields in each post on the category you set as featured category. The custom field should be named “featured” and it’s value should be full image URL. Click here for a screenshot.

In both situation, the image sizes should be: Width: 620 px. Height: 320 px.

i even don’t finde those image on my actual theme