it's fairly simple : after saving any pics you want from search engines,go to your profile/wall/photos and click on photos,then upload the images and if you want the image to be your icon,check the box and that image will become your icon.
You have options like Profile, Wall, Photos, Clubs, Favorites and Fans on your profile. If you go to "Photos", you'll see "upload new photo" on the right side. Click on it. Then you'll see "upload image" where you have to choose file. You can upload any photo you have saved on your computer. You can add image caption if you want. Click on "submit image" and it's done.
