Tried and tried to attach a picture from my own computer into a PM, without success. It looks like the file has to be online someplace. I looked for a picture on Stunt Hangar and succeeded in attaching it to a PM to Hemi Steve, and he sent it back by PM.
If you do this, be aware that if you were to post a link to a picture and that website or picture goes away, it'll also go away from your PM or post. Leonard Neuman was not in favor of people posting pictures that way, just because of the disappearing problem. I haven't seen any such displeasure from Sparky or Moderators here on SH. IMO, there's a time and place for it. It would be possible to post some pictures in the District Photo Albums (little used, IIRC & IMO), then post a link to that picture, attach it to a PM and then after awhile, delete it from the photo album. Should work. Blame me!
PhotoBucket was a photo hosting site that allowed folks to post and store their pictures, but I believe PB and some similar sites have gone away or are no longer free. If you know of one that is free and still works, post a link! I don't have any idea how "The Cloud" works, but think it's fairly secure and you can't post a link to a picture you have stored there (?).
Steve