You can but it may not be legal, so verify its permissions before sharing with others.(In other words do not share images that have not given you the permission to do so)
For learning use, generally it is fine as long as you don't claim the image as your own.
You will find sites that are common law images or public domain. Bing can help there.
Most programs have an edit menu that is where you will find the copy and paste commands.
In the browser, if you have a two button mouse, you can right click on an image and choose copy image or save image.
In photoshop File>New then use the document size stated in the fields for width and height as those are matching that of the copied image.
After you click OK use Edit>Paste