First, go to the photo in the gallery that you want to insert, open it and then copy the URL for the photo at the top of your screen. Then go to the message composition screen. There is a toolbar above the message text box. On that toolbar is a little mountain icon called "insert image." Put your cursor where you want the image, click the icon, and that opens a dialogue box that asks for the URL of the image. Right click and select Paste to enter the URL of your image. Viola. That's how I do it anyway.
[I see Ozmoid beat me to it! The hand of the frog is wicked fast.]