Hi
If you right click on a track and click 'get info', you can then click on the artwork tab and add artwork there. If Itunes fails to download the artwork for your CD from the internet, you can add it yourself here. Just copy the album cover from an Amazon sales page into a folder on your computer and paste it in here. If you have an album with 12 tracks, you can select all the tracks by clicking them while holding down control, and then click get info and add artwork for all of them at once. Itunes will ask if you want to change all the files and you can click yes. You can actually add any jpeg picture and have it on your ipod, using this copy and paste process.
Then, when you sync your ipod with your computer, the artwork will be transferred, provided you have checked 'sync artwork' in the box on the ipod's preferences page.