Hard drive
Library
User Pictures.
My easy method to get there:
Open any folder in finder.
In the side bar, right-click on Applications - and, from that right-click menu, click on "Show in enclosing folder" You will now be at the root of the hard drive, with Applications, Library, System and Users showing, as a minimum. there may be other items, but those 4 will always be there.
Double-click the Library folder. There are a 60 or 70 folders there, and one will be the User Pictures folder, which is what you are looking for.
If you have a likely image that you can try, just drag and drop that image file to that folder. Open the pref pane that shows you the pictures where you can select your picture. You will probably need to close the pane, if you left it open, so the selection window can update with your own picture....