You download the pictures from the game marketplace, some are free but mostly you have to pay for them. Then on your dashboard on the my xbox section it should say change gamer picture. Hope this helps.
They got them from playing games related to the images, most likely. Any gamer picture is usually related to a game, contest on xbox live, or a promotional picture for a company (for example, Ford) Sorry, but you cannot download just any picture, and you
can't download gamer pictures from your laptop either.
Remember always log in to your windows live ID regularly and never wait 90 days between signing in.