How were you sent the document and photos?
Scribus doesn't "embed" images into the document, it just contains a reference to them. This means that the images must be where the references are looking for them. I.e. Essentially, the file/directory structure must be the same on your machine as it was on your senders machine, and this isn't usually the case.
I think you might need the person who sent you the document and images to use the "File -> Collect for Output…" function instead. This creates a new copy of the document and collects the images together with it, with new references to the images, in a new directory. This directory can be zipped and sent, then unzipped by yourself and everything should be okay.
(There are other options in the "Collect for Output…" dialog for including fonts and colour profiles too. I'm not sure if you'll need these but it depends on your document.)
I hope this helps.