Don't worry, it's not entirely obvious, especially if you have clicked on the "Photos" link and then want to add pictures.
Go to "My Profile" (which should be showing as a link at the top of any page). Then look for the Gallery link in the right-hand column. If there isn't a link to a gallery there should be a link to create a gallery. Follow one of those links and in a step or two you should have what you need to get your own gallery populated with pictures.
If that's not enough to get you started, just ask here again for more details.
- Eric