Thanks for the directions, I will try it!
I thought that MusicBee might use up lots of my disc space by downloading unnecessary artist pictures for the thousands of mp3 files I have on my PC. However, I found that MusicBee downloads these files only when played. Moreover, the downloaded files have very small size. So this might not be a big issue. On the other hand, I do not like my applications downloading contents from the internet without my consent.
These apart, the images actually give a nice appearance! So, as long as the downloaded artist pictures are accurate, I will rest this issue for now.