Save cover in metadata?

Hi all,
Fairly new to Calibre but getting along nicely with it so far.
One thing I have noticed is as follows.
I have edited the metadata in many of my books to make sure the cover art is correct etc.
When I browse my library in Calibre it shows the cover image that I have saved to it. However when I open it to read in the ebook viewer or transfer it to my device the cover does not show up.
Anyone tell me what I'm doing wrong?

Regards
Clive