To enable the artwork browser mode navigate to:

Options ▶ Settings ▶ Rom Browser

 

Once enabled the Rom Browser will display large images instead of default file small file icons.

Configuring the artwork is a manual effort left to you, to change a game's image:
Select the Game ▶ Right Click ▶ Change Artwork

It's that simple! The actual artwork files you select for a game are then stored in the "artwork" subdirectory where Jnes executes from. Jnes simply stores the image with the same name as the ROM file you selected so it may load it later.

While no artwork is included with Jnes, Gent has generously put together a box art pack for US region games and it is provided as a download below. You are of course encouraged to download any artwork yourself not included in this pack.