They're sending you the pictures via MMS (for them it goes through iMessage, which uses WiFi), but for non iMessage users, messages go out as either SMS for text or MMS for text and pictures/video/audio. Unfortunately, SMS and MMS travel through your carriers data channel, not WiFi. Unless you enable mobile data, you cannot get MMS, only SMS. You can verify this by being on WiFi and sending a test MMS to your phone; you'll see the mobile data indicator light up just for the MMS.
Also, the pictures you receive might be compressed and scaled down, as MMS has file size limitations.