List and Checkbox fields don't support a picture for each option. Their options only have a name, a default and a colour.
To let clients choose between items with pictures, use a Product or Service field. Each item shows as a card with its own image, name, description, price and an Add To Cart button.
Go to Leads, open the Forms tab and open your form.
On the Build tab, click + where you want the field.
From the Store group, choose Product or Service.
Each card uses the image set on that product or service in your store.