Build a web page
As you clicked on that pop-up menu you may have noticed a Build Web Page option. When you choose this option, select some images, and then click Import, the images will appear as thumbnails on a web page that opens in your Mac's default browser. Click on an image and you'll see a larger version of it. Click the larger image to return to the thumbnails page.
Process your images with Automator
Apple's automation app, Automator, includes an Image Capture Plugin workflow. With it you can build a workflow that, for example, resizes your images and converts them to black and white. When you create and save one of these workflows it appears in the Import To pop-up menu. Select some images, choose the workflow, click Import, and the actions within your workflow will be executed.
In short, Image Capture packs a load of utility. If you haven't taken time to explore it, you should.
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