There are several ways to set an image in your prototype:
From the widgets' panel, you can drag and drop the image widget in your screen to create an image component and then:
double click on it to set a new image.
open the context menu and select the Browse option inside the Image one.
click the Browse option under the "Edit -> Image" menu in the main application toolbar when the image widget is selected.
click the Add Image or the dotted square option in the properties panel.
Copying and pasting it from your file system to the prototype; both with shortcuts and with the contextual menus.
Dragging a file in your system and dropping it inside your prototype.