To save an graphic image from the Web, right click on the image to get the context menu shown on the right.

Then, select Save Image As... to get the Save As dialog box shown below.

In most cases, a filename will already be suggested. Often, the suggested filename will not be meaningful to you. So you should make sure that you give the file a name that allows you to remember what the file represents.

If you are saving the file to include in a Web page, the filename should not have spaces!