I think what you are asking basically is album art viewable on the Zen?
The answer is yes, but its a bit fiddly to do.
Originally, I used iTunes to edit the tags of the albums and attach the correct album art. However when I then used Creative Media source to transfer the files, the album art did not show up on the player.
So what you need to do is update Creative Mediasource to the latest version from the creative website. Or if you open up Mediasource, under the "help" tab there is a software update thing. Then you basically have to re-tag the albums with the album art, and re-transfer them to your player.
What I did was delete the albums off my player, because I still had them on the computer.
Then you drop the albums you want the art for into the PC music library in Mediasource. Then you highlight all the tracks in an album, and right click and select "Edit Track Properties". Then under the "Tag information" tab down at the bottom is the album art thing. Hit "browse" find the jpeg, double click it, and it will update all the files with the art.
Then once you have re-transferred the files it should work.
Kind of annoying that it didnt work with the original Mediasource as it should have, but now I have re-transferred most of my albums it works nicely. I like having the album cover while the album is playing...