The more images there are on your page, the more requests your browser will send to the server. If you for example make a menu with a lot of images, the data traffic will increase. You may want to consider combining the images to one larger image. The links may be setup using an image map. With a client side image map, the data traffic can be reduced even more.
All browsers use a so called cache.
A part of your harddisk and RAM is used to buffer data. It stores the data requested by your browser. This will be reused if you request the same page at a later time. The same holds true for images, sounds and video fragments. The pages stored in the cache will load much quicker the next time you load them.