Hold the mouse button down on it and quickly drag to your Desktop. A dialog box should open telling you it is copying . The image file is on your Desktop. Do not copy copyrighted images without permission. Rename it to something meaningful for you.
Many files have just number for a name.
More than a toy I love the idea of thematic Desktops for the classroom. On the 4th of July I post my fireworks image. I've scanned an image of my daughter riding a horse for her iMac. I know she'll love it. A new system will not have the old photos.