PDFpen can import a number of image formats, including all the usual suspects: JPEG, TIFF, GIF, PNG, and Photoshop. When images are imported, PDFpen converts them silently to PDF image objects.
You can import image files simply by dragging them from a Finder window or your Desktop directly onto the page currently displayed in the PDFpen document window.
You can also drag an image file to the thumbnail sidebar, in which case PDFpen creates a new page and centers the document on that page.
Or, if you prefer, you can follow these steps, which use the standard Open dialog and help you if you need to search for the file by name:
Choose File > Insert (Command-Shift-I).
The standard Open dialog slides down.
In the dialog, optionally ...