Start on the Templates tab, and click the ‘Add a new template’ icon:
Then paste in the URL of your email template and click ‘Import’:
Name it, save it and you are done. All the images were copied from the source and added into your Image Library, so you no longer rely upon any third party to host those images.
NB: Using third-party code can require a little tidying up before it is 100% ready. If you get any warning messages upon saving, see ‘Troubleshooting’.