1. Select all the songs for the album before you add the cover art. If you have already done one song and need to apply the same cover art to the other songs on the album, one way to do that quickly is to select all the songs for the album, right-click and select Cover Art - Quick Find in File / Cover Art Directory.
2. I'm assuming you're talking about the display while in Playing Now. Not sure what that setting is you're seeing, but right-click on that display window and select something else like Cover Art. I prefer a Track Info instead which can provide more information than just the cover art.
3. Click the top left Audio button and hover over on the right side where it says either Pane, Genre, Artist, or Album. You'll want to select Pane which if you haven't changed the default view should display all your songs.