featured images twenty eleven theme

Can you please add some of the code from your Loop.php file? The code you need to make a featured image show up is:

<?php the_post_thumbnail( 'medium' );?>

If you want the medium size picture to show up, use thumbnail, large or just '' (original size) to show other sizes.

Just to be sure, have you chosen a thumbnail picture for each post? This is not done automatically, if you don’t see a option for this in your post editor you need to activate this feature in your function.php file like this:

if ( function_exists( 'add_theme_support' ) ) { 
  add_theme_support( 'post-thumbnails' ); 
}