First, choose the Draw pulldown and choose New Graphics. Define a size (does not really matter what size, but this does define the aspect ratio). Choose Bitmap, select the number of states (2 for simple ON/OFF light) and give it a name as shown below:
Then choose a state and right click on the state and choose Load Image. (You could also just draw on the state using the drawing tools, but you asked about adding images.)
Repeat the process for each state, choosing different images.
You then end up with something like this:
Then, close the drawing by clicking the lower of the two X buttons in the upper right hand corner. Then your new button will show up as a Bitmap option when you try to add a switch as shown below:
Make sure to Uncheck the Vector Graphics checkbox. If both Vector Graphics and Bitmap are checked, the Vector Graphic will be displayed.