While the device is connected, right-click on the device button in the toolbar. Then select "Configure this device". On the configuration dialog, there are there cover related options. You need to select at least one of these. Then save the changes. You will be prompted to restart calibre to have the options take effect. Do that.
The next time you send a book, the covers will be generated and sent to the device as well.
For an explanation of the three cover related options, and all the other ones, see the third post in
https://www.mobileread.com/forums/sho...d.php?t=192863.