Pictures can be used in theses according to the right of quotation. Check if the instructions are met in the clear guide from Aalto University . Screenshots or screen captures from the user interface are not pictures that exceed the prerequisites of originality for pictures, and can be used, but if text or other pictures are shown in them, guidelines and laws regarding copy rights and personal data have to be considered. In this case you can for example blur one part of the picture.
Pictures taken or made by oneself can of course be used freely according to copyright laws, as long as legislation on personal data is followed.