I think it's always safest to provide links of images.

If you get the images from the game yourself, then you can add a sentence at the end saying that you did that, and provide a link to the game... but if you get the images from anywhere else then you should link the pages.

It's not just the images, the headings are also the same (or very similar) as the document. You've essentially taken the images and headings and just reworded the document.