MC can embed or link only one cover art image to each audio file.
Personally, I scan a complete set of cover art images if the liner notes in the booklet or other printed parts contain useful information or if I just happen to like the art. Typically I scan images named as Back, Inlay, Booklet 1, Booklet 2, Booklet 3 (...etc), CD 1, CD 2 (...etc).
I store the image files in the album folder and import them to the library as images. I tag them with the Artist and Album tags so that they can be viewed together with the album's audio files in a view that is not restricted to a single media type.
The standard cover art plugin can show only single cover art image, but MC has always been able to show an image slideshow during audio playback. I use that feature for displaying multiple cover art images when I play a complete album. A running slide show can be controlled by using the right-click menu commands (pause, start, next, previous), mouse wheel zoom features, and left-click positioning (click and hold the left button and drag to position an enlarged image).
I created some screenshots that demonstrate the above:
Click to access the gallery.