Not sure if this is of any interest to anyone but being a bit of a geek not having album art to accompany my music was annoying me so I set about an internet trawl to resolve, turns out it was fairly easy, just needs two free bits of software (disclaimer - I found these via google - run your own security checks before installing on your PC).
First, this only works with an SD card (Bluetooth doesn't support album art (in my 2014 car anyway) )
Download mediamonkey - http://www.mediamonkey.com/
In the tools menu there is an option to "Auto-tag from the web", select the folder with your music and it will embed album art, song details, lyrics etc
The VW infotainment system can't handle album art above 500 x 500 in size so its a bit of a lottery if the standard art works. To ensure every album shows up, download Sanse Mp3 Art Resizer - http://hcware.t15.org/mp3art/ . In the resize settings, select 500 and tick "Skip if Original Smaller Than Resize", Select your music folder and hit resize all.
Finally copy your music to your SD card
Hey presto album art displayed on the screen.