Hello Nadine,
Penmap reference to a picture in an attribute via the photo name.
This can be used as hyperlink in ArcMap for example.
To do so you have to enable Hyperlinks in the Layer Properties

And define the Hyperlink path via File > Map Document Properties and enter the picture location

Now you will have the Hyperlink icon available:

Select the Hyperlink and click on your feature to view the picture.
Have a nice weekend
Conny