I don't know if there are many different ways to do it.
How I do it is when I click on a person's message to reply to it (believe it is the same when you go click on the message box), there is a click on thing that says "attach files" just down below the text part of the box. If you click on that, it let you check through pictures you have on your device. Click through them, click on the one you want. Once it loads, ghee is a section that says "thumbnail load". Click on that. For me, sometimes it comes up small, so I delete it and do it again. If it comes up full screen size, then all that's left to do it to hit the post or post reply button and voila, fin !