Images Not Importing

I am importing posts from an Excel spreadsheet that has an image filename in one column to be used as featured image. I have tried many times to import and everything seems to work except the images. I tried uploading my images to the Media Library and selecting that option but it didn’t work. I tried uploading my images to the WP Exp/Imp folder in Uploads but that didn’t work either. They just don’t import and attach to the posts. Any ideas on how I could get this working? Thanks in advance for your assistance!