Once you have found the image, T usually save it to the album folder in case I want it later. In any event once you have the picture, copy it.
In the main library view, select all the songs in the album - click on first song, then hold the shift key and click on the last song. Then in the album art area at the bottom left of the window, right-click and select paste.
This will add the image to each song selcted. THe paste operation may take a few seconds.