Postman proxy does not save URLs of some resources

I’ve turned on Postman Proxy and configured Firefox (Tools → Options → Network, Settings, then Manual configuration of proxy servers) to use 127.0.0.1, port 5555. I can see that it works at least to some extent, because the actual URLs of addresses entered in the Firefox address bar show up in Postman (in the collection created for this purpose). I’m not sure if Postman should gather the all children URLs (that is, the URLs that are visible in the browser after pressing F12 → Network), though - and my question is: should it? I’m confused because some (few) URLs does show up in the collection, but other do not.

I put the screenshot showing the situation so possibly it could be easier to figure out what is my point ( the URL of the loaded page: http://www.kociesprawy.pl/magazyn/czytelnia_artykuly_w_kocich_sprawach/koty_i_ludzie/kocie_blogi_-_w_krainie_pieciu_kotow/ )

After loading the above mentioned page in Firefox, I can see that, for example, the file koty-1.jpg is downloaded. Nothing like that in the collection.