Tools -> Options -> click the Library tab -> and make sure the box is checked next to "Retrieve additional information from the Internet." Furthermore, you can choose between "Only add missing information," or "Overwrite all media information." This may bring album art and details to you for your music.
If you still don't see the album art and details, it's possible you own a piece of music Windows Media Player doesn't recognize. You will not see album art and details for such music.