Rowanwitch:
To the best of my knowledge, images aren't directly hosted by Pinterest. (They're simply embedded there, from files hosted elsewhere, in a similar way to Youtube videos appearing on this website). You can usually get to the source material by either clicking on an image in Pinterest or by clicking a 'Visit' button next to it. Once you've got there you can then right-click on an image to save it. (Alternatively, of course, you can simply use the Windows Snipping Tool to copy the image from Pinterest).