If the album art is a separate image file stored in the album folder then that may be the cause. If one is using separate image files for album art then one may have to change the Media Type for the Share containing the music files from “All Content Types” to “Music” on the Twonky Server > Settings > Sharing page. For example:
One may have to do a content folder rescan as well if Twonky doesn’t pickup the change right away: Townky Server > Settings > Advanced > Rescan Content Folders.
Generally if one embeds the album art into the music file they won’t have this problem with Twonky including the album art images as Photos. Plenty of metadata tagging programs out there for tagging music files. MP3Tag (https://www.mp3tag.de/en/) is one popular program.