iPhone troubles

Question for all of you iPhone people.

I am figuring out this whole iPhone situation.

I connected with Iron Man's iCloud.

When I transferred our music, I didn't get the album artwork on my phone.

So, this is what it looks like.

Not a big deal but I prefer the album art.

Why didn't it transfer for all albums... just some?  Better yet, how do I get it back?

HELP!