Actually, there are loads of threads. e.g. this one:
Import any image in [album] folder and apply as album art for multiple albums
If you want to attach album art or covers album by album, then select the files that should get the same set of covers, open the extended tags dialogue (Alt-T) and press the NEW button on the very right.
This lets you navigate to the bitmap.
Save the changes by pressing OK to close all dialogues and you are done - for that album.