You cam import an Item picture by code in the following way:
if UploadIntoStream('', '', '', FileName, FileInstream) then
begin
Clear(Item.Picture);
Item.Picture.ImportStream(FileInstream,FileName);
Item.Modify(true);
end;
where FileInstream is an InStream object.
UploadIntoStream asks for a file. To massively import pictures, I think you'll have to upload them to a remote source (like azure or similar), reading the images as stream and use that code for saving. You could also use a ZIP archive.
The trick is using InStreams, but I don't have a ready example.