With this particular version Bob, you don't really, but you can do it in
an indirect way.
Select the image that you want and right click on it. Then click on the
icon that looks like a windows folder on the bottom. This will open
Windows Explorer to the folder your image is in. Unfortunately, it does
not select the picture so you'll then need to find it in that folder.
After that, cut and paste the image into My Pictures.
After you are done, in PSA click on File, Reconnect All Missing files
and it should reconnect the thumbnail with the original image you moved.
Now the other problem you will face is, if the images are in multiple
folders, you will have to go back and forth. If they are in one folder,
just move them all at once.