Collect and Image
The easiest way to save an image to your library is to click on the disk icon that appears in the corner of the image when you move your cursor over it. For whatever reason this icon may not always appear, or you may find it annoying and disable it, in which case you can save an image to your library by right-clicking the image choosing "Save this Image to Diigo".
Capture and Mark-up an Image
Choose the capture icon from the toolbar. It is a square with dashed border and red cross-hairs. Next, click and drag to select an area of the page to save as an image in your library. When you have selected an area of the page, the capture toolbar will appear at the bottom of the selected area. Choose text or a shape, choose a color, then click-and-drag to draw a shape or click and type some text. You can click the green arrow on the toolbar to undo your last action. When you complete however much mark-up you wanted to do (which doesn't have to be any), just click the floppy disk icon to save to your library.