Puerto, You can open properties by right clicking and selecting "Get Info". You can do that to one song or more if you mark them. Sometimes only one song has artwork. I don't know why, perhaps this song was highlighted/selected when I was dragging artwork into album (blank) icon. Strangely, when I click on "Get info" for the album artwork/icon it has none.
Another confusing thing in Itunes is fact that I cannot see my albums as tiles. Remedy for that is to set "Smart PlayList" with "Genre contains xxxxx" where I set xxxxx to genre like "Classical" etc. Later I added "- " in front of the name to have them appearing together (not mixed with other playlists). Playlist still allows to change properties but does not allow to delete - good protection.