For reference purposes, the law is similar in all of the nations that are signatories to the Berne Convention, which is the international treaty that governs intellectual property protection. Treaties and Contracting Parties: Berne Convention
Traités et parties contractantes: Convention de Berne (Same thing but in French)

Most nations' laws are somewhat stricter than the treaty itself, but it does at least establish a minimum baseline that states that all artistic works are protected from the moment of their creation without necessity of registration or any other notification of copyright status.

The bottom line of all of that is that you should always assume that a work is protected unless the original author has specifically said that it is not.

As for proving original authorship, in many cases it's fairly easy because the artist usually has the original Gimp or Photoshop file.