This is how you can change your picture on Microsoft Lync:

1. Sign in to Lync.

2. Double click at picture thumbnail(as shown below).

3. Choose on Show a picture from a web address.

4. Copy and paste your picture link address at the bar and click Connect to Picture. Lync will verify the link and green tick symbol will appear if the link have successful verifed.

5.  The picture thumbnail for your Lync will change immediately. Done.