If you want to display an image like a JPG in game, then use a "Heads Up Display" (HUD)
Read the FPSC manual that is located in the DOCS folder. (its a PDF file)
The manual covers lots of stuff like this; HUDs, FPI scripts, AI, etc.
Also take note of the "Thread Subject Search" box at the bottom of each forum page. (at the bottom left of this page too)
You can usually find that most of your questions have been asked before, and the answers you seek are already there.
That search box helps keep the forum cleaner by eliminating multiple threads with the same question.
Welcome to the forums, and good luck with your games.