Cincopa provides the possibility do add images for each video file.
NOTE: The right order of the files should be: Image file >> Video file.
If you add an image before each video file when you create a gallery it will be displayed when the video is not running and also on the thumb.
To change the order of your gallery, please check video: How to change the order of items in a gallery
You can also check: How to add images to audio gallery