By an external program I add the cover to separate files. The covers but only appears if I remove the file from my collection and then add again.

You can force it to look for covers by selecting at least 2 albums, and choose auto-select pictures in the context menu.
I have to find a more intuitive way to do that because this feature is very hard to find currently :(

Quote from: Quentin Sculo on April 10, 2014, 06:06:27... this feature is very hard to find currently :(
So hard that I can't even find it now as You described how to find it! I mark several albums (without set artwork) and rightclick on them... nothing?

Maybe it depends on the layout once more? I use a fork of shimmer...

No it doesn't depend on the layout. Though you need to select albums in a list of albums (in the widget called FilterPanel) and it must contain only albums. They can have a picture set or not, it doesn't matter.
Maybe you are using a very old version of gmb ?
If not maybe I'll be able to spot the problem in a screenshot.