Artist information

I have a good album going with pictures for each band and album. But when I switch to show by artist or album it's mess it up.

Have some artist that are only a blue icon along with some album. Why is this.?

Where are artists saved. This so I can make a folder with that name and a folder.jpg file.

if I have a various artists and show by album, the album cover is showed for each artist on the cd.