Hi, welcome to the forum!
Are you using MusicBee 3.0 yet? If not, I suggest you download it from the Latest Update forum. In 3.0, there is a new node called Music Explorer which will show you information on any artist (use the search box to get a different result than the currently playing artist), including a discography where you should be able to see new releases. That panel uses a combination of info from last.fm and Xbox Music.
There is also a section called Services, which offers an Upcoming Releases calendar (from Musicbrainz.org) that you can restrict to artists in your library, and a Recommendations page which also uses last.fm and Xbox Music.