How do I change the photo album cover?

On the main photos page, you can have Photo Albums. Each album can have a 'cover photo' that covers the whole album block:

To change this image, you need to navigate to the photo you want to use and hit the 'Edit' button in the top left of the screen.

On the edit screen, look for the button in the top left labeled 'Set as Cover.' It even has a cute little star. Hit that and the cover is now set.