Add image w/ hypelink - Your Benefits

I am not understanding how to attach an Icon (image) for our 401k Provider to the Component that is Image w/ a URL. There are several Icon options but when I go into their settings, you can't search your computer for the image and 'upload' it. Instead, you point to a path to reference? Where do you place the image in HCM so it can find it from the Icon field within the component?

The end result is we want is to display the 'Logo' of our 401k provider and then the name of provider is the URL that takes them to the website. I'm good with the URL, not the image.