Incorporating Thumbnail in .mp4 file

[Budgie]

Been doing some housekeeping and find I still have a number of 
downloaded episodes with separate .mp4 and .jpg files dating from one of 
the times when I failed to install AtomicParsley correctly.

I understand it is possible to run something like ffmpeg and incorporate 
the .jpg into the .mp4 container.  Please could somebody give me some 
directions on this.