The image is stored within the mp3 tag, usually as long as the artist and album name is spelled correctly the image is already there, you should see the images in your files (in Filezilla check in the /on_demand folder -- not sure why but they are stored there)
I think you would at least see some, depending on how many mp3's you have, the covers you don't see would most likely be the ones that have the incorrect tag
- we recommend http://www.mp3tag.de/
to our clients, it's free and works great, but you have to do them all, more or less by hand
- we also recommend http://www.mp3doctor.com/
, it's not free but automates the process plus you can automatically trim the dead air from the start and end of your mp3's
Or you can enable Amazon integration, but that also requires the album artist and album title to be correct.