Like all resources, digital images should be used responsibly- but what consitutes "responsible use" is shaped by purpose, context, and culture. Seek to comply with copyright law, license agreements, and the Terms and Conditions of Use provided by the databases or websites that you acquire the images from, and when using images in your work cite them just as you would any other source.
Image citations are usually provided in captions, which can be reproduced in a list of illustrations or an appendix to your paper. Sometimes, images are also cited in bibliographies and notes.
The format of your citation will vary depending on the citation style that you have chosen to use, but it will most likely include the following information:
Most citation style manuals will contain information about how to properly cite images. For examples of image citations in MLA, Chicago, and APA format, take a look at the following resources, or the resources on the sidebar: