Sample Code + MS Documentation:

Sample Code:
https://stackoverflow.com/questions/31359682/with-excel-vba-save-web-image-to-disk?answertab=oldest#tab-top

MS Explanation:
https://msdn.microsoft.com/en-us/library/ms775123(v=vs.85).aspx

Additional Code Examples:
https://www.mrexcel.com/forum/excel-questions/657627-excel-macro-will-scrape-download-image-image-url.html

Another Code Resource:
http://tipsformarketers.com/use-excel-to-download-hundreds-of-images-instantly/

Research:
msxml2.XMLHTTP - access web data without rendering the page (significant time saver when working with large counts)
     Additional Resource: https://stackoverflow.com/questions/35906564/login-into-website-using-msxml2-xmlhttp-instead-of-internetexplorer-application
     Additional Resource: https://www.mrexcel.com/forum/excel-questions/749860-msxmlhttp-post-paramaters.html