You are doing nothing wrong. Each edition of ComicBase comes with a different amount of covers.
Each addition has approximately: Archive Edition - 650,000, Professional - 50,000, Express - 5,000,
The Free Edition doesn't list the number of covers but I would think it would be 5,000 or (most likely) less than that.
You can scan and add your own covers (at least I think you should be able to in the Free version but I have never used it).