To change your podcast cover art for an episode:
Choose the relevant show from My Shows
Click Episodes on the left side menu
Find the episode you want to change
Click edit
Click the large podcast cover image under Episode Settings
Find the replacement image you want to use
Click Open
An Upload Profile Picture window will appear
Adjust the image to suit
Click Save Picture
Note: Some podcast apps (like Apple Podcasts) don't support individual episode art, and will pull the default show artwork instead.