Regarding Cover art, then calibre always keeps a free-standing copy with the ebook in its internal library (called cover.jpg) with each ebook where a cover has been obtained. This cover.jpg file can either be extracted from an ebook format being added which ahs an embedded cover, or downloaded from the internet.. If the format supports it, then if you run a conversion a copy of the cover art is embedded into the file as long as you do not tell calibre NOT to embed a copy. When you send a file to a device, then the format is sent and normally the cover art is extracted from the one embedded in the file. Having said that some device drivers take device specific action around copying files onto the device.
The other point to note is that cover art is NOT normally considered to be metadata. This is important as it means that the cover art embedded in a file is not automatically updated when a file is sent to a device.
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