I am making a CD-Extra disk. It will include regular audio and mp3
files so it will be a CD-Extra disk with both cd audio and data.  When
the disk is created, it has a "cdplus" and a "pictures" folder.  My
question is: How do a I put a picture in the pictures folder that will
display as the album art in Windows Media Player when the disk is
played? I plan for the mp3 files to be played mostly on DVD players so
is there a way to make the art show on the television screen when the
dvd player is playing the mp3 file?

DVD players are generally able to play music cds.
SOME will play MP3 files ... you'll have to check.
None that I know of will play CD Extra files (just the music will play
if the above criteria is met).

Back to HOW...
It will depend on the software you are using....please clarify your
software program so that a researcher will be able to address the
question.

For Nero 7 (for instance) here is a manual
http://www.nostarch.com/download/nero7_ch3.pdf