Most PC browsers (like Netscape and IE) allow you to copy a picture by clicking it with the right mouse button and then choosing something like "Save Link As" from the menu that appears. On a Mac "ctrl-click" usually does the same thing. If you want a copy of the picture to view on your computer this should be adequate.
However, if you are thinking of working with the picture in something like Photoshop and making a printed copy, you may want to download the original picture, which contains more information and would give a better printed copy. To do this, first find the file name of the picture (e.g. P8120078.JPG) and then find that picture in one of the folders reached by clicking on "Originals". The file name is usually displayed by the browser while you are viewing the picture.