MC supports only one cover art image per audio file. It can use automatically any image file that is inside the file folder. The filename doesn't matter if the folder contains only one image. If the folder contains several images the cover art file must be named as
[Album Artist (auto)] - [Album].jpg or
Folder.jpg. Otherwise MC cannot link it automatically.
If the image file was added after importing the music files you can do "Library Tools > Update Library (from tags)" or "Image > Quick Find In File / Cover Art Directory" for linking it. *
NaTeDoGG has made a track info plugin that can show all images from the file folder:
http://yabb.jriver.com/interact/index.php?topic=23381.0Personally, I usually scan several album art images (front, back, booklet, CD etc) and import them to the library. I use the standard image slideshow function for displaying those images in a slideshow during music playback.
* EDIT: In case the Image File field contains an orphaned link you must remove it before MC can automatically find a new cover art file (Image > Remove Cover Art). You can make the Image File field visible in Customize Current Field.