Album Art is a hotly discussed & debated subject on many boards here. Some seem to have no problems with it, while others can’t get it to work at all. Some of this is due to the type of files on the unit, the way the files are tranferred, and certainly ‘operator error’.
You should be able to add art manually to your album folders and it should display correctly. I say should because some people still have problems with it depending on their stiuation(s).
There are How-To videos showing putting album art on your player on the SanDisk site (there’s a link to the catalog of videos in the How-To Video board) and numerous posts & threads here that you can ‘peruse’ by just typing in “album art” into the Search box in the upper left part of any forum page.
To start with, here is a post that might help you. It gives very detailed directions on one way to do it. Your mileage of course, may vary!