If you're running version 2 of DL, you'll have to export your data to 'Delicious Library 1.5' format first by going into the File menu and choosing Export > Export to DL 1.5. (The file format of DL2 is closed and the Pedias cannot access it for import.)
Then use the import command in Bookpedia and CDpedia to import the "Library Media Data.xml" file into the program. You will find this file in your Home folder under ~/Library/Application Support/Delicious Library/
The cover images will automatically be included in the import and the programs will know which entries are books and CDs so they'll automatically import the appropriate items.