Open the MP3 file in Finder
Press Spacebar to use Quick Look
Open the file in Music or iTunes
Right-click the song and choose Get Info
Check the Artwork section for embedded cover art
Add cover art manually in Music by dragging an image into the Artwork area
Use a tag editor such as MusicBrainz Picard, Kid3, or TagScanner to embed album art
Save the MP3 after adding artwork
Refresh Finder view if the thumbnail does not update immediately
Reopen the folder or restart Finder if needed
Make sure the MP3 actually contains embedded artwork, not just a separate image file
Convert or re-save the file if the current app does not preserve artwork
Use a folder icon preview app if you want thumbnail-style previews in Finder