You can go to your Me tile and there should be a space for a profile picture. If you tap that, it should bring you to an "update profile picture" screen. Tap that space again, and it should prompt you to choose a picture from your available albums. Hope that works. If not please post back
Ah I see. No worries. (Assuming you are using a browser) Near the top right, near your username, you should see settings. Click that and a drop down menu should appear. From there you can click edit avatar. I can put up screenshots if you would like. Post back if you run into issues
No problem at all. I don't think you can change profice pic in the WPCentral app, at least I haven't figured out how to. That would probably have been what you were looking for.