Should we give attribution below the image we get from the internet?
Preferably yes. Sometimes people forget, but if nothing else, its the nice thing to do.
Do they have internal attribution table to track images uploaded to Stackexchange sites?
As for how to attribute - I favour the method mentioned here, which I reproduce below
Its worth remembering why we encourage the use of imgur - if wikimedia changes their links or OP removes the image your image is broken. In future, if SE chooses to move off imgur, it also simplifies the process of fixing links. There's many advantages to using imgur, and space is relatively cheap.
You can totally link an off site image - just use the hyperlink option, and add a ! in front like so
(Example Image taken from wikipedia - Aswan (Egypt): Philae Temple taken by Marc Ryckaert (MJJR))
That said, chances are, for the reasons I mentioned above, someone will edit it to use imgur anyway, and we really do prefer people use imgur (and maybe link back to the original/attribute as needed - I've used sub tags here)