Hello,
The option that you are talking about is the variation images gallery. WooCommerce plugin does not have such option by default and we, unfortunately, we have not implemented such feature yet (but it’s present in our features list for future updates). At this moment you can implement this only using additional plugins, for example https://wordpress.org/plugins/woo-product-variation-gallery/ But we think that this plugin won’t be compatible with the custom gallery slider that we use for the single product, probably you will need to use the default WooCommerce gallery grid or submit additional customization request to WPKraken team to customize plugin to support our custom gallery slider.
Regards