Yes, you can certainly load your own images onto the B2. I do it by copying the jpg file into the album folder before using the Import command to load albums via tha USB port. I think there has to be at least one music file in the folder - the B2 won't take the art file all by itself. (I'm a little foggy on that point.)
Another way is to access your B2 as NAS, and copy the picture files directly onto the B2 HDD into the album folders. There's also a way to upload art via the WebUI - which I've not done, but someone will explain shortly.
It has been recommended that the artwork file be named coverart.jpg. But other first names work as well. Also, I believe you can use PNG files too, although I've not done it, so I cannot verify.