If you didn’t know it was available, once you’ve saved a character scroll to the bottom of the character edit screen and you’ll see a portrait URL input box. Type in a proper URL that points to an image and it will show up on the Character List screen (see attached screenshot).
If the sheet you are using has an actual portrait field on the sheet (right now the only one that has this is the Mouse Guard sheet) then when you fill in your portrait URL and save your character it will display the portrait on your character sheet.