Make sure the name is as follows:
header.png (I use png's. You can make it jpeg)
logo.png
marquee.png
icon.png
hero.png
I found leaving the naming generic as I am showing has worked for me.
Something to make sure is not happening that I found happening to me making it not work... Make sure the first letter in the name is not capitalized. For some reason the polycade does not recognize the file and add the number and letter code that apparently is required to show the image in game.
For example... I had a marquee not showing up. The only difference I could find was that marquee was capitalized and did not have the code. All the other graphic files were not capitalized and were working properly. No matter what I did... it remained capitalized. Finally I had to delete the "M" and put the cursor behind the "a" and use the arrow key to move the cursor in front of the "a" and type in the "m". the minute I clicked out of the renamingof it (not hit enter) and on the screen somewhere, the letter and number combination appeared and it showed up in game.
It's pretty finicky lol. Hope this helps for you.