There are lots of ways to persist data in a desktop application.
A database is one choice. You would probably have to provide an installer unless you're using a file based database such as SQLite.
You might also just write to a file - either a text filetext file, an XML file, serializing objectsserializing objects, etc.
On a side note, while it is possible to store images in a database, it's been my experience that it's more trouble than it's worth. I tend to write them as files to a folder then track them some other way (database, etc).