On that page, you’ve added the featured image to the page you’re adding the shortcode to.
Then below it, you have 4 pages displaying using WPSP.
If you want images above each of those 4 pages, then each of those pages need to have featured images – not the page that you’re adding the shortcode to.
WPSP displays posts, pages – any kind of post type. The data it displays (titles, content, images etc..) are attached to the post/page/whatever it is displaying.
So for example, create a few posts in your Dashboard – give them titles, some content and a featured image.
Then create a new list using WPSP and tell it to display posts.
When you add that shortcode for the list you created to a page, you’ll see the data for each individual post that you just created.
Hopefully this makes more sense 🙂