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When you drop an image into Figma, in actual fact a rectangle is created, then the image is set as that rectangle’s background fill.
To import a whole set of images you can drag and drop a folder onto the Figma canvas, then all the images will be automatically imported for you.
To keep batch importing images more organized, first set up some frames where you’d like to display your images, then hit (CMD or CTRL) + SHIFT + K, click somewhere on the canvas to begin the process ...