You will find an option to add a Hotlink under the Layer Control.
Typically you will have a column in the locations table that contains
the name/path of the relevant picture. The hotlink will pick up the
path of the object that you click on.
To be really useful you need to use some Map Basic
Have a look in the Map Basic help file. You will find the hotlink
function "Activate.." under Set Map
Sal