Find the "Images.xcassets" file – this is the Asset Catalog where you can manage all of the various images that your application uses.

Drag your images files from finder into the relevant group within it.  This will cause the image to be copied into your projects filesystem and be add a reference to it in the Asset Catalog.

If your project doesn't already have images.xcassets

Menu > File > New > File… > Resource > Asset Catalog

Name it "Images".