You can create one folder to store all movie set artwork. each Movie set art work must be in the same name of collection in xbmc. For sample with set artworks in the same folder.
e.g.
-Folder to contained all set artwork
---The Lord of the Rings Trilogy-logo.png
---The Lord of the Rings Trilogy-clearart.png
---The Lord of the Rings Trilogy-poster.jpg
---The Lord of the Rings Trilogy-fanart.jpg
---Rambo Collection--logo.png
---Rambo Collection-clearart.png
---Rambo Collection-poster.jpg
---Rambo Collection-fanart.jpg
---Bla...
Then set movie set artwork automator to use thid folder for scrap set artwork.
How ever you can add art for set manually by context menu (press C) then
Manage...--->Choose art--->add art--->type what you want to add(clearlogo,clearart,banner)---> then browse for the artwork to use.