I just created a new file (from a GEDCOM that had photo links) and, as expected, pictures were not displayed in the file. I went to iPhoto, and was merrily, and successfully, importing pictures from my iPhoto's Genealogy album by drag-and-drop.
Then, to my surprise, I suddenly ran across a group of photos in that album that would not import with drag-and-drop, either into iFamily's pictures pane or the edit picture window or onto the person's button. I do get the picture's title but not the image. 
In the iFamily edit window I get a message " Unable to load the original picture from file: User/JCF/Docs/:Family Data/Pictures/person's name (I suppose I get this because I have " always copy" set to ON, and the photos I had already imported were there). I'm using iPhoto 6. My photos were scanned on an HP all-in-one, and the image is still displayed in the HP Gallery. I tried dragging it from there, but that didn't work at all. If the image is in the iPhoto main Library and also in the Album, where else do I look for it on my computer? Frankly, I have never understood iPhoto's storage system ... I thought that if it were displayed in iPhoto, it was successfully there in iPhoto's Library.