To import picture files in your projects, click on the Costumes tab, then click on Import. A file chooser should show up.
NOTICE: The dialog can only import non-transparent bitmaps (.bmp), PNGs (.png), JPEGs (.jpeg, .jpg, .jfif), and certain kinds of GIFs (.gif). The dialog can also import Scratch Sprite files (.sprite).
Once you have found the costume you want to import, press on OK or double-click the file selected.
NOTICE: In versions after Luckode 9.0.x, Luckode can import .jfif files.