When browsing the content of a flash drive via the USB input on your dCS product, the cover artwork will not be displayed for each file in the menu. This is as doing so is incredibly computationally expensive for the unit to do and would mean things may load very slowly when scrolling through your files, particularly if the library Is very large with tens of thousands of files.
Instead, the USB browser does not index the files at all and just shows the playable content in each folder. Once the file is then loaded for playback, the artwork is loaded.
As such, you should see the artwork for the file load when you begin playing it.