Right click on the picture you want to bring up the menu. Select "Save image as..."
Make sure you are in the download folder, rename your sprite, click "Save".
If you have a "webp" or "jfif" file, we need to convert it. Go HERE to convert it.
In Scratch, click the upload button, select Downloads on the left, and select your file.
Select the downloads folder, select your picture, and click open.
Click on the "Stage", then click on "Backdrops"
Click on "Convert to Vector"
Finally, Click on the "Select" tool, and use the blue dots to make the picture fill the light part of the screen.