The easiest way is simply to drag a photo from a folder on your desktop and drop it in the side panel of the IM window.

To add a series of photos all at once, click the first one, then hold down the Shift key and click the last one. You can drag and drop this whole series just as you would a single photo.

To select a bunch of photos that aren’t in a sequence, just hold down the Ctrl key while you click each one. Then drag and drop the group just as you would with a single photo.

You can also click Add Photos in the side panel to open a dialog box, where you can browse for photos on your hard drive. Use the same tricks as above for selecting multiple images, if you want.

If you have a Flickr account, you can also add photos directly from there.

Click the arrow next to Add Photos and then click Add From Flickr... You’ll be asked whether you’re sure you want to let Messenger access your photos. Then the Flickr Picker dialog will open, showing all the photos in your photostream. Click a photo to add it to the conversation. You can also search for photos that you’ve tagged or that appear in a particular set.