Under your profile settings you have to link to a online picture. My link is h ttps://images.pexels.com/photos/459122/pexels-photo-459122.jpeg
But I don't know the difference between Profile Picture URL and Cover Image URL neither.
There is a lot of work to do so people can handle steemit mor easily.
I'm working on a post with some solutions, so follow me to stay uptodate ;-)