Metadata Manager for MKV files

Use Plex media server with the Plex Roku app.

If you want to add album art to the files and in general manage metadata, there is no better than Mp3tag, and high quality art can be found here:

LINK

ETA: I need to read more carefully. You were asking about MKV files, not audio files. I have no idea how to manage metadata inside MKV files. Usually automatic scrapers that store the metadata outside the media files are used, such as with Plex as Jimbeaux mentioned and XBMC (now "Kodi"), and for 99% of files, the filename is sufficient to uniquely identify the content and enable the metadata downloading. For those times it isn't sufficient, in XBMC I use the .NFO file feature to indicate cover art, title, etc; this does not touch the MKV file, which is unlike the situation with Mp3tag, which modifies audio files, rewriting them when the data won't fit, something you wouldn't want to be doing with huge movie files.

ETA2: If you really want to alter the files themselves, have a look at mkvmerge. I've used it to add or modify chapters, chapter titles, and subtitles, delete unwanted audio streams, and so forth, and a quick google turns up people talking about using mkvmerge's Attachments tab to add artwork.

Get plex. They have cover art and can play pretty much everything.