As for getting the the featured image to display in every post, you’ll need to modify the theme directly (bad idea), or create a child theme and echo the featured image automatically using something like the_post_thumbnail() inside your single.php file.
As for showing the images when the posts are shared on social media, you need to set up Open Graph meta tags on your pages. This can be done automatically using a plugin like Complete Open Graph. It’ll work out-of-the-box and use your featured images, but you can also set a specific OG image per page if you want.