Doesn't matter to DNN. If the images will need to be customized by installation, you can put them in the DesktopModules/ModuleName directory (or, perhaps less optimally, in the /images directory).
If the images will be customized by portal, then they'll need to be stored in the Portals\[PortalId] directory.
If they will not be customized at all, then, in my opinion, the best way to store them is directly in the assembly as a resource. This is a great way to serve them, and reduces deployment complexity.
Brandon