How do I add the artwork of an album to my iTunes Library?

I took advantage of an offer for a free download of one song on the CD.

Then I purchased the CD and downloaded it into my music library.

The CD download included the artwork.

I chose to replace the selection with the new download.

Then I realized the selection was not in the same order in my library as it was on the CD itself, so I deleted the entire CD from my library.

Now that I have downloaded the CD a second time into my library, the artwork is not on there.

What to do?

I bet I need to check off the "Always Show Artwork" selection, delete the CD again from my library and download it for what I hope will be the final time, correct?