This seems not so easy to implement - maybe even not possible if using only q2a.
Problem: You need to crawl the other website for images, then fetch them to your server, then implement them.
In the tutsplus tutorial you have to set an image as "featured image" for each post. This becomes the preview image.
I have implemented an automatic solution at http://www.klaustukai.lt/tag/interviu where the post content is filtered for uploaded images which get displayed in the question list. But I guess this is not what you are searching for.