Saving Web Images as Visual Bookmarks
Images captured from Web pages are automatically converted into visual bookmarks to which you can optionally add notes. If you want to maintain an image’s URL link and add a note, you must save the image to a catalog during the current session. If you save the image using Quick Save or Save As, the URL link will not be saved with it.

Tip: You might want to save images from the Web as visual bookmarks without immediately organizing them into catalogs. Create a catalog named "Visual Bookmarks" (or whatever name you prefer) and save images captured from the Web to this catalog in order to maintain their URL links and optionally add notes. Later, if you want to move any of these images into a new catalog, you can do so using Move Image(s).

If you delete a catalog, then the images that were saved in that catalog will lose their URL links and attached notes. If you want to delete a catalog but maintain its images' URL links and attached notes, delete the catalog after you move the images to a different catalog.