That's a great question Mburdette600! Allow me to review this further for you.
First off, are you having any issues sending or receiving regular text messages or iMessages?
Secondly, you want to ensure you have your cellular data on to ensure you receive the picture/MMS messages. To enable, go to Settings > Cellular > Enable LTE >ensure either Voice & Data or Data only is enabled.
Underneath that, go to Roaming > verify that Voice Roaming & Data Roaming is enabled. Keep us posted.
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