You can save almost any image from the internet by right clicking on the image. Then click "save" or "save as" from the drop down menu. Make sure you know where you are saving the image to. Make sure you are saving the image and not a thumbnail. Make sure you are not stealing images.
Then you have to decide what you are doing with the image. To use the image as a tiling texture you must have it in the proper format (BMP, TGA, etc., you must have it in the proper size (128 and 256 are common, power of 2 is essential) The manual gives a good description of these issues under "wed level editor---information---texture types". It can also give you info on the proper size, 24 bit etc. Also your image must be seamless, you can buy or download seamless textures, or you will have to make them yourself.
I do not think paint can do all the converting that you need. You can download GIMP which is free and with it you can convert any image into something you can use for textures.
To get the image into a wad is simple. In wed click on the texture tab on the left hand side bar. Right click anywhere on the wads that come up. If nothing has been loaded the only one that will come up is the default wad. When you right click on the wad you will have several options. you can add a texture to the wad (dont add new textures to the default or standard wad) or you can use texture manager. in texture manager you can add wads, build wads etc. for new textures you want to build a wad, add it and then right click on it to add textures to that wad. A wad is basically just a folder that holds all your textures. Just click on a wad, click on add texture find the texture you want and save it to the wad.
Thats the easy part... the hard part is finding or making textures that look good