How to Set Featured image In WordPress without Showing it into Post?

It sounds like you want the thumbnail on archives but not on single post displays, so if you are willing to edit the theme you can just wrap the thumbnail code in if(!is_single()). For example:

if(!is_single()) {
  the_post_thumbnail();
}

You could also filter post_thumbnail_html but that is pretty wasteful as the the_post_thumbnail does a lot of work before that filter runs.

function no_thumb_on_single($html) {
  if (is_single()) {
    return '';
  } else {
    return $html;
  }
}
add_filter('post_thumbnail_html','no_thumb_on_single');