Go to the Assessments section on the left and click on the assessment that you want to add an image to.
Go to the Questions tab and either create a new question, or edit an existing one. Next, just click on Advanced Options, then on Choose File. Select the image from your computer, then click on Save Question.
Here is what an image could look like.
If you want to add animated GIFs, you will first need to add it to your Materials section, then use the Attach Existing Material option to embed it.