ID3 is the protocol used to embed art in MP3 headers, but is specific to an extension of the MP3 format.
As far as I know, a similar extension for album art is not part of the Red Book specification for CD's. CD Text is, and that is what most CD's that have track titles etc. use. So looking for a program to put art on your CD is a little like looking for a stapler that will stick a picture on a fog bank.