When you receive an email with an image the image will most likely have been sent as an attachment to the email.
When you open the email you will see the image symbol just above the text of the email. If you click on the image it will open so that you can view it.
If you do not open the email, if you click on the three dots to the right hand side of the image it will open a drop down box with various options. If you select the option "download" it will download the image to your download folder.
This is a folder that Windows downloads all items to unless you have changed it to download to a different folder. Given your question I assume you will not have changed it.
Once it is in the download folder it will remain there until you decide to either move it to another folder or delete it.
You can now delete the email and the image will remain in your download folder or other folder if you have moved it.
In case you do not know how to find the download folder see this link
https://www.howtogeek.com/771533/where-are-my-downloads-on-windows/
