The featured image will only be shown before the more tag if your theme is setup to display it that way. If you want to do this manually, you will have to insert the image before the more tag yourself in the WYSIWYG editor, just as you would add any other image into the content.
The other option is to change your theme to include the featured image programatically but this may be more of a challenge if you are unfamiliar with the PHP code required to do this.