You can save a web page, if you really want to, by choosing File | Save As... from the menu bar.
To save a useful-looking picture, right click your mouse, select "save image as" and type in a filename for your file.

If you copy (or type) a web or email address into Word, it should automatically appear to be a hyperlink that you can click on - quite handy to record some interesting web addresses, or send them to a friend! 

Don't forget the ubiquitous "clipboard" - you can always highlight a piece of interesting text, copy it, then paste it into Word.
See my shortcuts!