Caching Embeds

Does WP natively cache images that have an office src or is that a function added by a theme?

Example: I have a image with the http img src address on Pinterest. Loads and looks fine. But I’m finding a cache of that image in every month folder.

I don’t want any caching at all.

So step one is to know if WP does caching and if so is there a way to disable it. If not I have to look at theme.

Thanks you for any help.