Can't check right now but I believe you press 1 then global options, there you could download covers. Do this when your game selection is showing.
I remember someone telling me how to add game cover artwork on Configure USB Loader, but when I tried I didn't see any option on how to do it on the wii.
Can anyone clarify step by step? I'm running 4.1U and have a soft-modded wii. Using Configure USB Loader
I'll try it out in a bit. Thanks!