There are many ways. You could:
1) Attach the phone to your computer with the USB cable and put it in USB Mass Storage mode when prompted, then copy the photo to the phone, which will be like a drive on your computer.
2) E-mail the photo to an e-mail address that your phone has access to (like the Gmail account you registered your phone with).
3) E-mail the phone via text message (email@example.com).
4) Upload the photo to a web service, like Picasa, then navigate there on the phone and download it.
And I'm sure there are more.