, I figured it out! After adding books to my calibre library, you edit the metadata, download it, edit metatags and select the preferred cover picture. No problem. Then, for Kindle books and other formats, I converted the books to epub and loaded to my Nook. Worked fine, since the cover picture was obviously "in" the book itself.
But, for epub books from the Gutenberg site, libraries, etc., I edited the metadata, selected a cover picture, but DIDN'T COVERT them since they were already in epub format! Thus, on my Nook, they didn't have the cover I'd selected in calibre.
Solution is to "convert individually", epub to epub; check the box "use cover from source file", and convert. Then, download to your Nook. Viola!!! So happy ... calibre is wonderful!!!