Within Microsoft Office 365 users can set up a Profile picture themselves. This is then synchronized to Skype for Business, Outlook, Yammer, Delve, and so on. The advantage of this is that users can recognize each other more easily and that the e-mails and Skype messages become more personal.
As a global administrator you have the option to change a profile picture for the user within the Office 365 admin portal. You can also set the profile picture with PowerShell.