Right click the picture and see what offers you get in the context menu.
Should get an option to Save Image As (or similar), click it and you then get a Save window where you can select where to save it and name it and in what format.
Suggest that you save it in a folder in My Pictures, or just in My Pictures.
If you are expecting a few pictures then open My Pictures before you start, and right click an empty space and click New, then click Folder and name it 'Email Pics'. Then you can save all your email pictures to it and drag them to another folder later if you want to.
Also best to save it as .jpg or .jpeg file type as it will take up much less room that a .bmp file.
dave