You may want to start here:
http://wiki.jriver.com/index.php/TV_Shows_-_Series,_Seasons_%26_EpisodesFor Series, yes. Make sure the Media Sub Type is tagged TV Show. Then right click -> Get Move & TV Info. It gets the cover art from TVDB by just pulling the first Series poster. You can change it by right click -> Cover Art -> Get From Internet and selecting a different poster. If you would like to move this folder, you need to move the whole Cover Art directory by going to Tools -> Options -> File Location -> Cover Art -> Folder.
For MC to be better at doing this automatically, you can set up Import rules to automatically tag certain folders as Media Sub Type TV Show. Here is a good place to start:
http://yabb.jriver.com/interact/index.php?topic=68462.0 Also, make sure you have Season and Episode in your filename (ie Breaking.Bad.S01E01).
Unfortunately, you can not yet get cover art for Seasons. There is hope for this in the future though per Hendrik:
http://yabb.jriver.com/interact/index.php?topic=84617.msg578112#msg578112Right now, the work around is to create a Seasons folder in your Cover Art Directory (C:\Users\[Name]\AppData\Roaming\J River\Media Center 19\Cover Art). You can then get the Season cover art from TVDB and name it [Series] - Season [Season].jpg. This will show the correct Series then Season cover art then the individual screen captures for each Episode in Theater View.
Using MrC's Managing Links Tip:
http://yabb.jriver.com/interact/index.php?topic=83371.0 I created a link for TVDB so I can get the season art quickly.
<Link version="1.2">
<Item Name="Name">TVDB</Item>
<Item Name="Action">1</Item>
<Item Name="Base URL">http://thetvdb.com/</Item>
<Item Name="Search URL">http:////thetvdb.com//?string=Hexify([Series])&searchseriesid=&tab=listseries&function=Search</Item>
<Item Name="Filter">[Media Sub Type]=[TV Show]</Item>
</Link>
This could probably be modified to link straight to Season or Episode, but I prefer to get the Series correct and click through to drill down, rather than having to go back to the search box.