I am guessing you are using WAV format.
Select a track in collection. CLick on INFO on the left side. Click on the ARTWORK tab on the screen that just came up. bottom right of artwork screen you will see 2 icons, a folder and trash can. Click on folder and select the artwork you want shown.
This is a pain in the butt and some organization is needed but when youre down it feels great seeing the art work there.