On the front page, under the blue 'Chat now!' button you see a line of blue words. One says 'Photo'. That takes you there, then just follow the instructions.
Keep in mind a profile picture is only on your profile, if you are looking to set a picture that will be visible in the forums, that's an avatar. To get to that follow the instructions above except look for 'avatar' rather than 'photo'.
Check this link to learn more about using the site
http://christianchat.com/new-christian-chat-members-introduce-yourselves/80141-updated-help-new-users.html
Also, as a friendly tip, notice the top left of each post has a date. That's the date of the post. When in the New Users section look at that date before greeting people. Typically anything more than a week old is too old for new users.