While each type of phone operating system has its own requirements, changing the picture associated with a phone number typically involves editing the contact within the device. Most phones only allow you to choose a photo from those on your device, but some phones support photos from email or social media accounts.
Regardless of the type of phone you are using, you must add a number to your list of contacts before you can assign it a photo. If using an iPhone, open the Contacts app, and tap on the plus button to add a new contact. Alternatively, open your call history, and add the contact from there. Both Android and Windows phones feature contacts apps with an interface for adding new entries as well as the option to import a number to a new or existing contact from the call history.
To add a picture to a contact on an iPhone, tap on the Edit button within the contact's page, tap on the phone, and then choose from the photos in your Camera Roll. Alternately, open the Photos app, select a photo, and choose the Add to Contact option from the sharing menu. On an Android device, open the contact, and tap the photo to open the menu for assigning photos. Follow a similar process on a Windows phone by opening the People app.