From what I understand, Facebook searches a shared post for images and if the only image visible is your logo then that would be chosen by default. For Facebook to consider an image for the “shared thumbnail”, the image has to be visible on the post.
As an example I tried to share this post: https://ronangelo.com/add-a-featured-image-on-a-wordpress-post/ Facebook recognizes 4 images that I can choose to use for the thumbnail.
Usage of Featured Image differs from one theme to another. Frontier only uses Featured Images for Thumbnails(when excerpt view is selected) and for the Images on the Slider.
If you want you can make your Featured Images show automatically on each single post if you have PHP Widget installed. You can add that widget on either “Post – header” or “Post – Before Content” widget area.
<?php the_post_thumbnail('large'); ?>