Do you mean chapter marks or chapter images? Chapter marks work on my device using that feed.
The chapter images (version 2.0.0 feature, currently in beta) are not working, though: That’s a known problem with that feed (they specify conflicting data in feed and mp3). I already contacted the publishers about that a while ago.
The design will change a bit in version 2.0.0 and I hope that this makes it easier to discover. It will then also switch between the pages when touching the page indicator.