You can't get there from here, to use a southern expression. Photos that you want to see in messages need to be loaded in another website, You then copy the photo's website link and paste it into the second from the right button at the top of the "post a reply" screen. The button that looks like a green valley.
Bear in mind that photos done in this fashion must be your own or ones which have no copyright restrictions.
Members can also make photo albums here, which do allow direct uploads of photos. However it is frankly a tedious process.