You need so save that image into your images folder as png.
Then in Spine, drag it into your skeleton.
You can uncheck "Select" so you can't accidentally select it while working with it.
And uncheck "Export" so it's not included in the skeleton that's supposed to go in your game.
You can also put this image in a separate New Skeleton under the skeleton you are working on so you don't have to worry about it at all cluttering your active skeleton.