Covers don't display
Movie cover images or posters display in My Films, both in the Main and Detail windows. The picture or image you have selected in AMC or your movie catalog database is the one that displays in My Films. You select the path to these images in My Films Setup on the Artwork Tab: Cover Image Path.
There are several ways to store pictures or images in AMC, which determines how the path is stored in the database xml file. If your images are stored in the same folder as the xml and catalog, then the default setup in My Films (via the Wizard) should work for you. However, if you use a subfolder for pictures, and relative path handling, you need to configure the Cover Image Path correctly in My Films setup on the Artwork tab.
Other external catalogs store cover image paths in a variety of ways, sometimes only the picture name, in which case you need to add the full path to Cover Image path. It your catalog exports the full path to the exported xml file, you do not even need to specify a cover image path.
See notes on specific cases in the External Catalogs Tutorial.