Move the MP3 into your music folder. Right-click the file and then "Copy" or "Cut" to conserve disk space.
Find your username folder on the desktop and double-click it.
Open "My Music" and right-click into an empty space within. Click "Paste" to transfer the file. Repeat the process for any additional MP3s if necessary.
Launch WMP by clicking "Start" and typing "Windows Media Player" into the search box. Press "Enter." Alternatively, start it from the task bar or desktop.
Select "Tools" from the top menu and then "Options." If you don't see Tools, right-click the top bar and select "Show Menu Bar."
Click the "Privacy" tab and place a check by "Update music files by retrieving media info from the Internet." Press "OK" to accept.
Click the "Library" tab and double-click "Music."
Select "All Music" and right-click the MP3 from the list of available songs.
Choose "Find Album Info." The image will be download from Microsoft's online database and applied automatically. The picture will show while the music is playing or while selecting the actual MP3 file.