The artwork files should appear the next time you open the folder that the music files are in.
GET ALL ALBUM ARTWORK ITUNES WINDOWS
If you are on a Windows machine, go to folder options and choose the option to view hidden and system files. This may solve the problem.I know this post is older, but I found it by searching and this is exactly what I needed. Delete the wrong files (sometimes there are up to 3 or more) and paste the new artwork again, as previously mentioned. Make sure you are in thumbnail view when in the folder so you can see the artwork.
One thing I did notice when I was using Windows Media Player (before I bought my Macbook) the album art is saved in the album folders. This will change the artwork for all of the songs in the folder at the same time. The checkbox next to the box should fill and then click save. When the info box opens, it will be for the entire album (or the few songs) and in the Album art box, paste the copied artwork (right click in Windows and choose paste, for a mac, choose the edit function in the menubar, and paste). Right click on the artwork and choose get info. Then go into iTunes and view your albums in cover view. Copy the artwork image to the clipboard by right clicking and choosing copy. The easiest thing I found to do was to go to a site where they have artwork for albums, I like to use Amazon, as they usually have the artwork I am looking for. I've tried closing and restarting the app a bunch of times, to no avail.I have had to go through iTunes at least 3 times to change artwork that was incorrect on some albums. A lot of my albums are obscure and/or tagged differently than they are in the iTunes store so "Get Album Artwork" won't work for those, but some of the missing albums do work with "Get Album Artwork," so that's not the problem. It went through the same process of loading album art, with the same set of albums ending up with missing art. I tried starting Music while holding option and selecting my old pre-upgrade. So I don't think it's a matter of leaving the app open longer. Moreover it no longer reads "loading artwork" in the bottom right. I left it open overnight, and as far as I can tell nothing updated over that time (the newest albums with blank album art when I went to bed still were blank in the morning). The first albums with missing artwork I added in 2015, and as I go back in time, the problem becomes more and more common. All of the albums I added since 2016 are fine. I finally upgraded my MBP 2015 to Catalina recently after holding off for a while, largely due to the missing album art issue, and sure enough a lot of my album art is now missing.