Right-click on the music file which you would like to view your album artwork with, and select "Open with," and then "iTunes." Once you open the file in iTunes, you should now be able to copy and paste an image into the window in the lower left-hand corner of the screen. The image will then be saved with the file as the song's album artwork.
Find the file which you just opened in iTunes at its original location in your "My Music" folder, and select the file with a single left-click. Once you select the file, the album artwork should appear at the bottom of the screen along with the rest of the file's information.
Add the same image for each song in an album through iTunes, then access the album in "My Music." Once you organize your music by album artwork, you will be able to quickly scroll through the files in your "My Music" folder and identify the album which each song belongs to simply by the image associated with the file.