With Photoshop CC 2015, El Capitan and latest Chrome or Safari, dragging images from the browser to the Photoshop App icon or into the program doesn't work anymore. It works between Finder, Desktop and other programs but not via a browser.
I just tested this and was able to drag and drop images from both Firefox and Safari directly into PS on El Capitan. Dragging to the dock doesn't seem to work. We'll investigate and see if there's a change that can be made to make it work the dock too.