Question: I want to include an image that contains 4-5 graphs from diverse sources next to each other, in order to illustrate their similarities. Since I do not own any of those images I want to include, how do I properly cite them?

Answer: 
I'd suggest no link at all for several reasons. Most important is that you don't want the reader to go off somewhere else while reading your SoP. You want them to focus on what you write.

Also, as you note, you don't know how the SoP will be read (paper, electronic...). And, you probably have a word limit and might find a better use for the few words it would take for the link.

You should consider that such statements are likely to be viewed, at least in part, as examples of your writing.

A commercial site (Amazon,...) would probably be incorrect.

I would only consider it if the work were obscure. It is likely however, that if it is important to what you say, then others in the field can probably find it easily enough.
From my experience, only mention it in the PS if that book is truly important for your development (Do you have a good reason to justify that to yourself?). If the book is popular, it is probably unnecessary to provide extra information on the details of the book. If it is obscure, as Buffy answered, it is not a terrible idea to mention the details in the essay. However, you have to take into account that you only have limited space for the PS. You have more to say than what you have learnt from a book. The committee has limited time for each applicant too and probably will not look at it.

It is better if you can provide evidence that you truly learnt something from the book, and produced something as the direct result of reading the book. In fact, that was what I did. The course I wanted to take was not available, so I instead bought an advanced book for that course, self-studied, built a small project based on what I learnt and rewrote code for all algorithms in the book in another programming language. I mentioned it in "**Miscellaneous**" section of my CV instead.

Also, it is good to have some other supplement documents.