OK, I see now.
If you copy a photo in windows or in your browser (for example right click - copy image in Chrome) and then right-click on the orange highlighted item in the left panel (Final Fantasy 10 in your screenshot) and do Paste Artwork, it should paste the copied photo in place of the thumbnail it's using there. Is this what you did?
It doesn't add a tag, it just uses the copied and pasted artwork as the thumbnail. This is what you said in the OP you were looking to do (nothing to do with tags).
A smile is happiness you'll find right under your nose.