There is no system in naming the cover-files, so a mass-import is not possible.
Perhaps you should use a software like AlbumArtDownloader which looks for album-covers and which you can tell how to name your fin a systemtaic way.
No, that is not possible.
But you can define the folder so that there is no navigating necessary:
File > Options -> Directories -> Cover Art Directory : %_folderpath%\%album%\