The currently integrated service that pulls the artwork has a cap on number of requests we can make - we should see this increased very soon (if it hasn't already been done). This is likely why you only got the artwork for 1 game. Once the cap is lifted, you should see other artwork get loaded in the next time you start the Polycade frontend.
If you did want to insert your own graphics, the primary thumb image is the header.jpg file, which is 460x215. Bezels are a bit more complicated and best explained by an example, but it's just using the standard MAME bezel system.
The frontend looks for graphics in the appropriate directory for the game:
C:\Users\#####\AppData\Roaming\polycade\img\[SYSTEM NAME]\[GAME NAME]
If you're not sure what the proper "Game Name" is, boot up the polycade frontend and use the label shown on the game's blue tile.
As an example, for the 10-Yard Fight arcade ROM, the header path would be:
C:\Users\#####\AppData\Roaming\polycade\img\arcade\10-Yard Fight\header.jpg