Tom,
Windows does bundle a pictures ap with their OS, but it is not a part of the OS. Each version of Windows has a different (or at least slightly different) pictures ap. It would be good to know the OPs OS (version of Windows...like Windows 7, 10 Xp, etc) and if he is using the pictures ap that came with the OS as his "album". Plenty of other third party add ons to Windows to store and modify pictures also and he could be using one of those. He could also be using Flickr or one of the other internet photo albums as his album. If he is using one I am familiar with I would be able to help him get the picture in the format he wants and walk him through how to use it as his avatar. I use a Mac at home (OS Sierrra) and Apple's "Photos" ap.