Windows holds images as simple bitmaps, which when stored as files, generally have an extension of .bmp.
These can be incorporated into documents created by programs like MS Word, or used in web pages and other programs.
You may need to convert them to Gif (.gif) or JPEG (.jpg) files in some instances. There are many programs that can do this. The most convenient are MS Photo Editor, which is included in Office '97 and MS HTML Help Image Editor, which is included with the HTML Help Workshop.
Note that the latter can be downloaded from the Microsoft Web Site.