I had the same question and I found the solution in this thread:
https://www.mobileread.com/forums/sh...d.php?t=134183
Here's a step-by-step guide
- Select PDFs in list
- Press E (with multiple selected this is the same as "Edit metadata in bulk")
- Set "Change cover" to "Set from e-book files"
- Press OK
- Wait (it will take a while)