/update on Sept. 27, 2018/
It appears that you can now just drag and drop the picture on the webpage to save them as a copy on your desktop or any of the folders you drop it to.
Unlike other browsers like Google Chrome where you can easily drag a picture out of a web page and drop it on your desktop so you can have a copy of it right on your Windows desktop, you just can’t do it the same way in Microsoft Edge.
Instead, you will need to right-click the picture on the web page and choose Save picture from the pop-up menu.
Select a folder where you want to save the picture, and click Save on the File dialog box. The folder is set in Pictures by default.
While it’s not that convenient compared to other browsers, you do get a shared option in return, which is quite unique.
The Share charm bar opens up when choosing Share picture in Microsoft Edge.