MediaMonkey generally modifies files in situ; it does not take copies, or move them (unless you tell it to).
I take it that you mean you copied the MM-modified file to the MyCloud?
The other thing to bear in mind is that MM gives you the option to embed artwork in media files, or to save to the folder. If you have saved to the folder, iTunes won’t see it.
I don’t use the WD Android app much, and I have the thumbnailing task disabled, so I don’t see artwork (and I don’t have it embedded in the files). You may need to re-run the media scan to get it to recognise changes, or create thumbnails from newly added artwork.
When using DLNA, I do get artwork for all albums that have artwork in the folder.
