Adding an image to a page looks similar to adding a link to another page, instead of another article you use the file name. (Searching available images and uploading your own are covered later on in the training.)
To insert a thumbnail image, replace the "image with caption" line with this:
[[ File:Space Shuttle Columbia launching.jpg | thumb | left | image with caption ]]
After the opening double square brackets comes the file name. After that, pipes ( | ) separate the "parameters" of the image. The "thumb" parameter indicates to use the standard thumbnail format. The optional "left" parameter makes the image appear on the left side of the screen. The final parameter ("image with caption") is the text of the caption.