Images, including illustrations, photos, maps, etc., should be reseached and cited in the same way as someone else's ideas, words, or music.
Comprehensive information for using images in theses can be found in Reed Library Image Guide.
Sometimes the data you want is spread across a multitude of pages on a website. The dataset you want isn't easily downloadable, rather the data is trapped in elements of these pages. Each page with the same structure, building a web scraper could help create the dataset you desire.
Beyond the copyright and licensing of the data you are after, scraping may be disallowed by the hosting site due to the burden placed on the receiving server. Some content providers and databases have APIs explicitly for making programmatic calls, and it is always worth looking for them before creating a scraper.
Questions? Reach out to the Data Librarian, Mahria Lebow.