Make sure you have the media sub type set as "Movie". You can see this tag in Standard View >Video>Files (if its not already shown, right click on the column header and add it (as a new column) from the pop up list).
Then you can right click in the title (in Standard View >Video>Files) and select "Get Cover Art" from the menu.
In auto-import (Tools>Options>Library &Folders >config auto import, you select the folder where you Movies are kept to be monitored, select the "Get Cover Art" box".