The retrieve action in the microflow will retrieve the records from the database. An din you configuration it will retrieve the first of a not defined sorted list, hence it will be sorted by ID.
The image (same for files) will only be retrieved from the file server when used as file. Either in the microflow by attaching it to an email, copy the file contents etc. or in a page when needed for an image of file viewer.
The file will be retrieved from the file server by its ID. No need to specify anything for this manually
additionally, the image showing an overview of images in your question; these are from the theme located in the project folder. This has nothing to do with retrieving images in the running app.