Windows Media Player (WMP) is a great application and works great for syncing to the Android platform. If you want to add album art you've added to your native Xoom music player, try the following steps:
1. Use Windows Media Player to add music to the "Library" with the list of songs from your artist, then browse to the album that misses art.
2. Find a picture that you want to use for album art by using Windows Explorer. And copy it to your library. The copy of the picture is embedded into each of the songs from the album.
3. Drag files from your library to the "Sync" tab, then sync songs to your Xoom tablet.