First all artwork has to go in the asset folder and then the appropriate game folder created by polycade after the game has been added.
So my file location is as follows:
C:\users\polycade(your user name)\appdata\roaming\polycade\assets
So the menu image needs to be...
Header.png and the image size 460x215 pixels
The image that shows after game selection is...
Hero.png and the image size 1920x1080 pixels
The marquee image if you have a digital marquee...
Marquee.png and the image size 1920x360 pixels
After you place the artwork in the game folder inside the emulator folder inside the asset folder go back and run the game and the extra numbers and letters in the file names will appear automatically.
I use all pngs. I believe you are supposed to be able to use jpegs as well. There are also the following images but i have not used them yet. They are as follows:
Logo.png
Background.png
Icon.png
I used Microsoft Copilot to get this far. Ask it what you want to know how to do in polycade.
For example ask it...
Standard asset names (recommended by Polycade)?
Hope this makes sense and helps. Goodluck!