I did not see "Organize" on my Windows 10 ribbon.
What I did was follow this and it worked:
Click on your Documents folder icon
On the ribbon click on the View tab
Click on Options
The 1st thing should be is Change Folder & Search Options. Click on that
Click on the View tab
The first thing on the list is the section for Files and folders. The only box that should be checked is:
Display File Icon On Thumbnail.
Click Apply on the bottom and the Apply To Folders box near the top.
Click Yes and then Okay.
All folders will now show any picture associated with it. Even on the desktop.