Only the album art that is embedded in the music file is transferred from your PC to your mobile device.
If album art is missing in Nokia Music Player, it can be added on your PC manually in either of the following ways:
1) To add an image that is stored on your PC, right click on the album in your music library in Nokia Music Player and select Edit album details > Album artwork > Update album artwork > Change.
2) To update album art through Nokia Music service, right click the track or album name in Nokia Music Player and select Get album artwork.
If album art is missing in your mobile device and if there is no option to add/change it with music player, please, check that album art is available in Nokia Music Player. Then delete the track from the phone and import it from Nokia Music Player again. Now the mobile device should display album art. If the album art still does not show on the device, try step 1 (adding the art manually from PC).