You can insert pictures in the questions. Simply insert the image in a paragraph following the question text.
These must be single image files - not images draw or annotated using Word's drawing tools. Picture formats don't have to be web-compatible - for example you can insert clipart and Respondus will convert it to a web compatible format.
Yes - you can save a zipped file and then upload that to Respondus. Instructions are below (screenshots are slightly older but the steps are the same).