I have -never- been able to figure out how to add an -existing- image on the server to the Media Library and then set it as the Featured Image.
I click on Set Featured Image, then I can always go to 'from Computer' and upload a file. Great.
But I -thought- I should be able to go to 'From URL' and just specify an existing file already on the server. But there is no button there for 'Set Featured Image'... there is only an 'Insert Into Post' button. There's no way to add the image to the Media Library.
What's the trick?