A GEDCOM file is a text file. It does not include the actual photo. It may contain the links to the photos original location on your computer or family site. You could save the photo to your computer and add it to the person via "Photo's" > "Media > "Upload Photo's".
Pictures cannot be imported in GEDCOM files. GEDCOM files only have names, relationships and information about names. The actual photos are never included in them. After the GEDCOM is imported you must upload photos separately either using the website or the mobile app.