If you wanna put on a single pictures, just open in any image editor, photoshop if you have, or if not, there's alot of free ones like
GIMP: http://www.gimp.org/
Paint.NET: http://paint.net/
Then just open your image, paste your watermark in the corner and save.

If not, if you wanna mass add watermarks on alot of pictures, there's Irfanview that does batch work.
http://www.irfanview.com/