Whereas Mp3tag\help\start_whatsnew.html says:
With the new release Mp3tag supports embedded cover art for files with ID3v2 tags, TTA- and
WMA files. You can add cover art via the [pen on page icon] extended tag dialog at View >
Tags... or Alt + T.
The icon that adds cover art is not the pen on page icon, but the right of the two start on page icons.
'View > Tags... ' should read 'View > Extended Tags...'