Pictures placed in a Word document are carried into the EPUB at the same point in the text. From a PDF, embedded images are extracted where the converter can find them, but charts and diagrams drawn as vector shapes may not come across, so check those pages. A Markdown file is uploaded on its own, so images it points to on your computer cannot be included. A plain text file has no images.
Italic and bold text carry across. Straight quotation marks are turned into curly typographic ones and double hyphens into proper dashes, so the EPUB reads like a typeset book. Page size, margins and page numbers are not kept, on purpose: a reflowable EPUB has no fixed pages, and each reader app lays the text out for its own screen.
