set featured image where when attaching image from media library

I had been embedding the images in the post but read in one of the forum posts that that is why 2 small images are showing up in the single page. SO I tried attaching an image to the post from the media library. Then when I go to the post, I don’t see it and it doesn’t show up on the home page slide show – only the name and information show up. If I click on the name, then the single page shows the single image.

I guess I just don’t understand the process. When I embedded the image, it showed up great in the slider, but small in the single post. When I attach the image, it doesn’t show up and I don’t know where to set it as a Featured Image.

By the way, is there documentation or is this how everyone does it: repeatedly searching the forum, lots of trial and error….