Within the part/assembly, depending what "realistic" view you're after:
With Studio: From within studio render image and save out to a file.
Raytracing/realistic visual style: Get the image on the screen and then save copy as -> change filetype to png/jpg/bmp/etc and save out (the options button will allow you to specify an image resolution).
Within an idw:
Manage tab -> Insert Object -> create from file -> select file and click ok.
By making sure the "link" option is NOT ticked it will embed the image into idw, meaning the image file can be deleted/moved so you don't have to worry about managing the file link (at the expense of a larger idw file).
No idea about dwg I'm afraid, as I use idw, but I'm sure there's a way to import an image into it.
Sam M.
Inventor and Showcase monkey

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