There needs to be a folder.jpg or coverart.jpg in the folder.
If using folder.jpg, the majority of the other files in the folder need to be recognised by Opus as music files.
If using coverart.jpg, the other files in the folder don't matter and the thumbnail will always use a CD jewel case style.
You can change the coverart.jpg filename to something else via Preferences / Miscellaneous / Advanced: cd_thumb_coverart_file if you want to use a different name for forcing CD covers.