As Jake mentioned you can either create your own custom folder with that style or, let's say for example the custom image is a gradient then throw it in the gradients folder, if it's a custom icon, I usually put it in /icons. On many occasions when I'm designing custom membercards I'll throw any additional custom images I create in the /overlays folder. It's really your choice, to the extent if it is an additional small image you could always find room within the xenforo-ui-sprite.png spritesheet and add it into that pending there's enough room and/or you are comfortable in re-sizing the canvas to fit that specific image.
It's really your call and there's no rule of thumb where you place it, it's more out of preference.
I'm just wondering how I package it that way for I want others to have it? I know I can put the image pretty much anywhere, but when I export a style, the image or it's location is not attached to it. What do I need to do to make the theme so that it can be downloaded and installed for others?