Use the below code to save the required image:
import requests
URL = "http://acervo.estadao.com.br/publicados/1973/03/22/m/19730322-30054-nac-0114-999-116-not.jpg"
with open("/Path/to/saved/file.jpg", "wb") as f:
f.write(requests.get(URL).content)
If you want to do save picture via Selenium, try:
driver.get(URL)
driver.get_screenshot_as_file("/Path/to/saved/file.jpg")