If you are referring to MMS, check with your carrier.
I helped a friend with their Windows Phone that wouldn't send or receive pictures via MMS. I put in my SIM and it worked perfectly. Put her SIM in, and nothing. There was something screwy on her account on the carrier side. We spent hours on their technical support, they kept saying it was something on the phone, even though we explained that changing SIM it worked. Never did get the carrier to fix it.
Sad part is that her Windows Phone died, and she replaced it with an Android phone, which still wouldn't receive pictures via MMS. But she regrets not replacing with another Windows Phone, as the Android was slower, buggier, and keeps telling her that she is out of storage space. She's going to wait till the new W10 phones comes out and them jump back.