How do you add a featured image to a page (not post)?

You can enable featured image for pages (and other post types) by using the line below. This goes in your functions.php file.

add_theme_support( 'post-thumbnails', array( 'post', 'page' ) );

If you’re not comfortable with editing theme files then you should contact your theme developer. If featured images are not enabled by default in your theme they have to be enabled first.