MMS is multi-media messages such as pictures and videos. To send or receive, you need to have the mobile data on and wifi off. Go to your gallery, select the picture you want. You should see an option to "share." Choose Messaging, send the picture.
You need to make sure your data is turned on, you do this by going into settings, mobile networks, mobile data should be checked off or it could say pocket data, also make sure you don't have a data block on your account otherwise it will not work.