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Do one of the following:
Drag the photo from Messages onto the Photos icon in the Dock.
Drag the photo from the Messages window to the desktop, then drag the photo into the Photos window.
Control-click the photo in the message, then choose Add to Photos Library.
Import photos from a webpage in Safari
You can download a photo from a webpage you’re viewing in Safari. Be sure to observe copyright law and permissions agreements when downloading images from the web.
Open the Safari app
Import photos from storage devices and DVDs using Photos on Mac