[Kolenka]

Most ADE-based readers will use the first page as the cover. iBooks and the Nook STR don't, they actually use a cover image explicitly if there is one.

With purchased books, it pulls the cover image from B&N's database and stores a local copy. If you buy a B&N book, and then sideload the same book, you likely won't get a cover.

However, both iBooks and the Nook STR support one method of covers for side-loaded content: Calibre's cover meta tag. So if you've added a cover into the ePub via Calibre (through conversion, just editing the metadata isn't enough, not sure why not)... then it will show up on the Nook as the cover and you are good to go. Unfortunately, you would need to strip the DRM from the ePub first, which makes the process.... sticky.

If you are adventurous, you could always add it yourself by hand, but I've always found Calibre to be easier and less time consuming to use to embed covers.