The first thing to do in Wondershare Filmora is to make sure that you have the file you want to add as watermark and the source file. Once you have them, use the Import feature to add the files into the program. Double click on the source file and to load it in the timeframe, then drag and drop (don't click on the plus sign) the watermark on the second timeline with images. Click the watermark, then use the Advanced Edit button to customize other aspects of the file.
Use the Export or the Save As to save the changes to your image. The developers also have a page set up for this process where you can learn how to add a watermark to an image or a video.