Cheers Andy. Just in case anyone wants to know.
Here's the reply from the Sonos Forum.
There is software available for both Windows and Apple computers which you can use to scan the Internet for album art and other media data. Click on the links below for more information.
The Sonos system supports JPG, BMP, GIF and PNG images up to 1024x1024 in size.
The album art file can be embedded in the digital music file, (if the file format supports embedded art), or placed in the same folder as your music. If the image is placed in the same folder it must be named folder.xxx, (xxx being the supported extension). Each album should be in its own folder and contain one image file.
If for some reason you are still unable to see the album art, please confirm that the file is named correctly. To do so, when you are in that folder, open the Tools Menu -> Folder Options -> View Tab -> If "Hide extensions for known file types" is checked, rename your file from 'folder.xxx' to 'folder'.