Infuse won’t be able to recognize image files placed inside favorites from Emby, Jellyfin, or Plex, but you can long-press on a Favorite icon and use the Select Artwork option to browse for and select artwork manually.
Note: Using the Select Artwork option will require a direct share (SMB, NFS, FTP, WebDAV, or cloud service) to be added as Infuse is not able to access picture files from media servers like Emby, Jellyfin, or Plex.