Importing Artwork

Go to Advanced>Get Album Artwork. iTunes will go through your library and fetch any artwork available and add it to the various files missing it. Sometimes there is nothing available through those channels and you'll need to search it out manually or scan it yourself. About 80% of my artwork has been provided automatically via iTunes.

Check this thread.
Album art
It's a fairly involved process, at least I found it so.

Nearly all of my artwork came from Google Images - click and drag.

When I read the title to this post I thought perhaps you were buying a painting from Europe. 8^)

95% of mine was added myself, a great source is discogs. Just go into the playlist or album and select all the songs on that album and hit get info. You can then drag the image to the artwork box and it will add it to all songs in that album.

Another source is RYM - Rate Your Music. They have a provision for all releases and release types and most have the correct and corresponding artwork.

http://rateyourmusic.com