[KevinH]

Assuming the image is in a web browser and not as an existing file on your computer ... in your browser, right click on image and choose save to disk. In Sigil use Add Existing File. This should work with svg images as well. Please note, make sure you have the correct rights to use the image from the image author, if needed.

To add more explanation - the underlying problem is that many browsers and even many OS's never actually copy the binary image data to the clipboard no matter how hard you try. All you get is a link. By saving the image to disk, you prevent all of these issues and you have a consistent cross-platform gui. Also since it is binary data, there is no such things as a blank jpeg or png image file (unlike svg) to paste it into.