Automatically construct image file name

A simple solution, when number is less than 10:

\newcommand{\myimageinclude}[1]{%
\includegraphics{{image_000#1.png}}}

Do you need larger numbers?

This should work if you have files 'image_1' and 'image_2' with suitable extensions.

\documentclass{article}
\newcommand\myimageinclude[1]{\includegraphics{image_#1}}
\usepackage{graphicx}
\begin{document}
\myimageinclude{1}
\myimageinclude{2}
\end{document}

You can insert zeros before the image number as follows.

\documentclass{article}
\newcommand\myimageinclude[1]{%
\ifnum #1 < 10
  \def\zs{000}
\else
  \ifnum #1 < 100
    \def\zs{00}
  \else
     \def\zs{0}
  \fi
\fi
\includegraphics{image_\zs#1}}

\usepackage{graphicx}
\begin{document}
\myimageinclude{1}
\myimageinclude{20}
\end{document}

You can use a command to convert your numbers to four-digits numbers adding leading zeroes:

\documentclass{article}
\usepackage{graphicx}

\def\fourdigits#1{%
  \ifnum#1<1000 0\fi
  \ifnum#1<100 0\fi
  \ifnum#1<10 0\fi
  \number#1}
\newcommand\myinclude[2][]{%
  \includegraphics[#1]{image_\fourdigits{#2}}}

\begin{document}

\myinclude[width=3cm]{18}

\end{document}

By the way, I'd rather noy use underscores in the names of the images files; perhaps a hyphen would be safer.