Cannot view pictures in emails

When someone sends an email with frames that are empty, and supposedly should contain pictures, I click on the red X in the upper corner but cannot see the picture. Do I have to download it? If so, how do I do it? Am I missing a program?
 
Sounds like who ever is sending you the picture is linking it from their own hard drive and therefore making it inaccessible on your end. The red x indicates that the image isn't available.
 
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