If you think about February, you are likely to think about Groundhog Day. And if you think about Groundhog Day, you are going to think about Bill Murray’s iconic movie of the same title. Most of the time when Murray’s name crops up, it’s because of one of his comic movies, like “Scrooged,” “Ghostbusters,” “Groundhog Day,” “What About Bob,” or, one of our family favorites, “The Man Who Knew Too Much.” But I associate him with something else entirely: the Art Institute of Chicago.