Right-click on the title and select Find album info.
nsa Windows Media Player will typically import any media files left in the documents folder and any continuing sub folders.
If the files are not importing or they are stored in a separate location then they must be manually added to the library.
METHOD 1 - Manually add Album art using Windows Media Player 12 1.
Navigate to the image you wish to use for album art then click Open.
METHOD 3 - Let WMP find the Album Info (WMP 10 and 11)1.