You can add artwork to music in different ways. However, you need to convert WAV files to another format in order to add artwork. There are three modes you can use to add artwork:
For a single item
- Select the item in iTunes and choose File > Get Info. Click Artwork and then click Add to select an image file. Click Next to do the same for another item.
For multiple items at once.
- Select all the items and go to File > Get info. Click on Info and drag the image to the Artwork area.
Automatic way from the Store.
- Right click the items on the list and select Get Album Artwork from the menu.
More info can be found on the Apple's Support page: https://support.apple.com/kb/PH12161?locale=en_US