Welcome to Android Central! Do you mean that when people text you a photo, it doesn't show up? Or that you're unable to download the photo to your phone?
If it doesn't show up, make sure your mobile data (3G/4G) is on, since photos can't be sent over the voice signal or wi-fi.
If you're trying to download it to your phone, try long-pressing the photo until you get an option to save the photo.