You can add images to the help file project as well. But they need to be converted into base64 strings in order to be embed into the help project. Otherwise they will not display in the help viewer.
The visual editor can do this automatically by keeping the embed image option checked. To add the image click the camera button on the editor toolbar.
You would browse to your image with the find image button. Then you would add alternate text if you want to. Then decide on alignment and other options. Then click add.
When doing the coding with the code editor, you'll need to use another tool to get the base64 string equivalent. Otherwise the pictures will not show up in the final documentation file.