The artwork column shows which albums have artwork. The dot on the left shows whether KavaTunes has cached the artwork in the album's folder. The dot on the right shows whether iTunes has added artwork to the music itself. Green shows that there is artwork, yellow that there is some artwork, and red that there is no artwork. For example:

  There is artwork in both.
  There is artwork in KavaTunes. Double-click to copy artwork to iTunes.
  There is artwork in iTunes. Double-click to get artwork from iTunes.
  There is no artwork. Double-click to get artwork from Amazon.