How to use figures created by other people in your thesis?

1. Ask permission to use the figure and mention it in the figure caption like "Reprinted from [X] with permission." Some publishers give forms to ask permissions, like IEEE. You can also ask by email from the right holder (who may be the author or the publisher).
2. Draw the picture yourself, with significant modifications. In redrawing, you can adapt the image to your purposes and clarify it, and the the result is often better. If the modifications are significant, the figure is uniquely yours and it suffices to cite the orignal source like "Figure adapted by author from [X]."
3. If the image is public, find out what is its license. Some linceses allow copying, e.g. Creative Commons license CC-BY, but you need to give credit to the original author (mention also the license). It may be also possible to cite image under the Copy Right Act, see Aalto guide. You can check the image license e.g., with google.