If someone sent pictures to my iphone, where/how would I find them?

I opened "messages" but nothing there. Or could the problem be that I don't have great reception? It is good enough for making a call, but just barely.

If you have internet connection it should be in your messages.click messages->the name of the person who messaged you. It should be there. If its not there you either have no internet connection or your phone plan does not accept mms (pictures, video, audio through texts). I would suggest if the messaging is not working have the person email the pics to you.