If your files have missing tags or no embedded artwork, Audionix can look up the artist, the album and the cover art. It does this through Apple's iTunes Search.
Text only
What gets sent is text: titles, artists and album names. Your audio doesn't go anywhere. The lookups run automatically by default.
Turn it off
Open REAR and switch Auto online lookups to OFF. After that, Audionix only looks things up when you ask it to, by tapping Fetch Metadata or refreshing a track or cassette online.
When art is missing
Not every track has artwork, and lookups don't always find a confident match. Try Fetch Metadata to retry. Or choose the art yourself: a cassette's options menu has Choose cover art, so you can pick your own picture.
Both paths end up in the same place, a shelf that looks the way you want. If you care about what goes over the network, the privacy article lists everything.