Well there are a number of ways to do it, but most of them require you to incur in a "ripping" or "piracy" task, and that's a practice that this forum does not promote.
That being said as a disclaimer , now I can tell ya' how do I do it
1) You can import the SWF to your own FLA if the SWF file is not protected. Just select File > Import > Import to Stage (or to Library)
2) You can do a PRINT SCREEN, and then paste and edit on an image editing program like Photoshop.
3) You can use a SWF decompiler to convert your SWF file to a FLA file and then use it's assets. There are a few in the market, you can try and google that term and you'll find a few. The only issue with this one is that if the SWF you're trying to decompile, uses external MC's, you have to find out what external MC is the one that has the image you want.
Hope that helps and I hope I don't get banned for this