Two ways. To upload from your computer the file should ideally be in jpg format and <100kb. Click on "go advanced" below the message edit box, then scroll way down and click on "manage attachments." Browse to find the file, click on "upload" and then close the upload window when done and save the message.
To create a link to a picture on the internet, visit the picture, right click on it (at least for PCs...I don't know for sure on Macs) select "properties", find the picture's web address ("http://etc."), highlight and copy it. Go back to your BF message edit box, click on the little yellow mountain icon above the edit box, and paste the picture's address in the dialogue box. Save the message.