It's a bit of a pain to do this. You could always create empty rectangles the same size as your images and then apply the styles/strokes to those, but I'll guide you through adding strokes to the images below
Select the image you wish to add a stroke to and open the Appearance Panel
Click Add New Stroke, located at the bottom left of the panel (it looks like a hollow square)
You can edit the stroke properties, but nothing will appear. To get the stroke to show, you need to create a shape.
- Select the stroke effect in the Appearance Panel and then go to FX > Convert to Shape > Rectangle
You can add an offset, if you want some white space. Otherwise, make sure Extra Width and Extra Height are both 0
Edit your stroke by clicking on it in the Appearance Panel