To add album cover artwork to albums that iTunes didn't download, you need to find the album cover image online somewhere. The best bets to find good images are the band's website, its record label's website, Google Images, or Amazon.com.
When you've found the image you want, download it to your computer (exactly how you do this will depend on what browser you're using, but in most cases, right-clicking on an image will allow you to download it) .
Next, in iTunes, use the regular view of your library and find the album you want to add artwork to.
Add Art to a Single Song
To add art to a single song:
- Find the song you want and right click on it
- Select Get Info
- Click on the Artwork tab and then drag the art you downloaded to the window. This will add the artwork to the album.
- Click OK and iTunes will add the new art to the song.
Add Art to a Multiple Songs
To add album art to more than one song at a time:
- Select all the songs in that album. To do this on a Mac, use Apple key + A. On a PC, use Control + A.
- Choose Get Info either by right clicking, by going to the File menu and clicking Get Info, or, via the keyboard using Apple + I on a Mac and Control + I on a PC.
- Drag the art you downloaded to the Artwork window.
- Click OK and iTunes will update all the selected songs with the new art.
If you've got a lot of songs to add art to, you may not want to do it by hand. In that case, you may want to consider third-party tools like CoverScout that automate the process for you.