When you place your cursor over a data point in a plot, you see that data point's information (including images, if they exist) in a hover label.
To copy the label information, right-click on the hover label and select Copy. Then, you can paste the information into another application.
Copy Data in a Plot
To pin the hover label information, click the Pin icon in the top corner of the hover label. If you save the script, the Pin's hover label is retained in the plot.
Pin a Label on a Plot