Yes you can, but they will be stored as .DBX files which means you need OE or a recovery tool to view the piccies.
A lot easier to open each mail and save the attachments to a new folder on desktop, then you can do with them as you wish. If they are imbedded images just rightclick and save as....
Sometime a picture may be impossible to save as it is contained in a hotlink. You can then still save the image by pressing the PrtScr key on your keyboard and open Paint and from the File menu select paste, then crop to the part of the page that you want and save as...