You should be able to yes. Not familiar with your particular phone but it should be one of two ways. Press on the picture in the text and see if it gives you a save option, or open the picture and see if the settings/... button gives you the option.
Sent from my DROID RAZR HD using Xparent Cyan Tapatalk 2
When you long-press the photos, there should be an option to save them. I believe that they save in a folder called "messaging" on internal storage, so if you want them in your photo gallery you can use the Files app to move them to /DCIM/Camera