The CXN / 851N / Stream Magic 6 / Minx Xi / NP30 work via UPnP (an industry standard). They can display all album art, but for it to do so, the album art must be contained in the metadata of the music file i.e. ID3 tags and the like.
If album art is not already contained within the file metadata, you can use many utilities like Media Monkey to look up or drag Album art into all your files easily.
Also, the UPnP server which is 'serving' music to the CXN/851N/NP30/Stream Magic 6 must also support album art.
For example, the EyeConnect UPnP server currently does not support album art, and Twonky sends a reduced resolution album art.
Asset UPnP server on the other hand, both supports album art and sends the full resolution.
To edit your track metadata correctly, please see the FAQ here