Create a "ReadMe" dashboard that contains your text and images. Use text and image panes in that dashboard. You could even create actions from specific parts of your main data that could jump the audience to that location in your workbook.
Yes, this does seem like the best option. I was hoping to draw arrows pointing to key parts of the images (screen shot slices) which I don't think I can do using this approach, can I? I've just explored using MS Publisher, which can create Jpegs and includes drawing tools, but it all seems rather fiddly.
So thanks, I'll use your suggested approach!
I have often used tools like PowerPoint that are good for static communication...then exported those as image files and place those into a dashboard. Normally if I'm going to include screen shot I'll use the Windows Clipping tool or Snagit if I need to create something more elaborate with circles and arrows.
What Dan said. And if you do use Power Point make sure to save them out as EMF files, they look a lot better that way.