if I've made a quite large image in photoshop or something, if I'm importing it into Construct I presume it would be best to break the image up into separate images of maybe 512 x 512 or something? Or should I make them smaller?
The only thing you need to know that VRAM is allocated for textures of size 2^N x 2^N. Knowing that you can cut your texture into smaller ones that'll be closer to the 2^N x 2^N dimensions.
Develop games in your browser. Powerful, performant & highly capable.
I once saw ashley respond to a post by saying you shouldn't have sprites too much larger than 512 by 512. so I would consider that a reasonable size
1024x1024 would be fine, but I wouldn't go larger than that.