Cite Them Right Online will help you to reference just about any source using either HARVARD, APA, MLA, MHRA, OSCOLA, or the Vancouver referencing system and it will also help you to understand how to avoid plagiarism.
Audiovisual materials can be tricky to correctly reference and cite but there are a number of guides to help you. Cite them Right has a good section on using the Harvard system and the BUFVC has also written a comprehensive guide to referencing audiovisual materials. Most web sites will give an indication of how you should acknowledge materials downloaded from them and this information can usually be found in the Terms and Conditions section. It is always good practice to provide a link back to the original source of the image.
For most images available on the internet you can right click on the image and select "Save image as". You can then save the image and give it a name so that you can retrieve it again.
File types:
It is good practice to keep a note of the web address where the image was found and any other information provided by that site about the image. This is particulalry important as you need to be sure that you are not infringing the copyright associated with that image. Remember too, that when you use the image in any of your work, you will need to correctly reference it and, if necessary, direct people back to the original source of the image.
Most images are protected by Copyright and whilst it is usually fine to use images for your own personal use and study it is worth remembering that you may need to seek the Copyright holder's permission if you want to use the images for anything else.