Open Winamp and load a music file by either clicking the "Add" button in the lower left corner of the Playlist Editor or clicking on "File," then "Play File" on your Winamp player.
Open your Media Library. Click on "View", then "Media Library." A window will pop up that you can move to the bottom of your player or wherever you like
Click "File" on the Media Library window then "Add Media Library" if you have no music. Go to the music files that are on your computer, click the folder, then click "Add." You may have to do this multiple times if you have music files in separate folders.
Double click on the music files in your Media Library. The song will display album art, if there is any, and song information. If there's no art, highlight the song by clicking on it in the Playlist Editor, right click, then "View File Info"--you can also use the shortcut Alt+3.
Click on the "Artwork" tab. Search for a cover by clicking "Download Artwork", then "Search." If there's no art then click the "Load Artwork" button.
Browse your files for the image, open the file, then click "OK."
Close and reopen the Media Library to see the changes or right click the image placeholder and click "Refresh Album Art."