When you prepare your thesis/dissertation, you are both an author and copyright holder of the original work as well as a user of other people's copyrighted works.
When you use other people's works or incorporate third party content into your work, your use must be authorized under the fair use exception or permission has been granted for the use.
As an author of a dissertation and many times a thesis, as well, you will be required to submit your work to ProQuest, a company who collects, organizes and disseminates dissertations from universities across the country. In order for ProQuest to accept your work, you will have to sign an agreement with them. This agreement is a non-exclusive license which authorizes them to use your work as described in the agreement. With a non-exclusive license, you retain the copyright to your work. You do not assign it to them. ProQuest has a document that explains copyright in detail.
For more information on thesis/dissertation requirements at Purdue, please contact the Graduate School Thesis/Dissertation Office.