When you open a webpage, your browser (Internet Explorer, Firefox, Chrome, etc.) saves a temporary file for that page. Later, when you return to that webpage, your browser will pull up the file cached on your hard drive.
If you right-click a link on a webpage, you can decide where you want to save the file so you can find it again later. This is downloading. When you click an image on a webpage, a temporary file is saved in your cache. That is the same as downloading the image.
True, most of us ignore our cache files but in a forensics search of your computer, law enforcement does not ignore the images found in your cache.
Simply looking at images on the Internet without right-clicking and consciously downloading the image does not protect you in a search of your computer. An image found on your hard drive, whether it is in a folder you created or in the cache files you ignore, is an image found on your hard drive.
That is enough to put you in prison.