HOW CAN I SAVE DOWNLOADED IMAGE BY DIRECT HTTP REQUEST AND COMPARE IT WITH MY LOCAL IMAGE?

Please check if 'Dump File' option helps you. 

Reference Links:

http://www.soapui.org/working-with-soapui/saving-responses.html

http://forum.soapui.org/viewtopic.php?f=5&t=24666

This is just to export the items locally. The additional tasks could be supplemented with the help of scripts.

Thanks,

Samy