Cover art is one of those things that you probably have to do on the server. Things like adding (cover art included), renaming, moving files etc, have to be done on the server. It's not supported to do this from the client, as the server is the king, and the king needs to see the changes first. If not, there might be problems with playback from other clients. Only meta data for the files is synced from client to server, if those options is chosen.
I would like to be able to do this kind of structural changes on the clients as well, but for now we can't.