"Picture mail" counts as an e-mail account, it's separate from the text inbox... just the way WinMo is set up (no native MMS support).
Hit the e-mail tab, and there will be an inbox for picture mail, hit the menu softkey, then hit New mail.
Select Picture Mail from the list (if it isn't automatically selected) and PictureMail will load up.
Tap Add Contact, then "Type Address" and type in
photos@facebook.com. Add a subject if you like (or text, either or. They will both be added to the description of the photo on facebook), tap Add Media, and add the pictures.
Tap the send softkey when you're done, it will say your picture is being sent, tap continue, THEN WAIT!!!
Look at the signal icon at the top, it should start transferring data,
if you close picturemail before it is done sending... it may be DAYS before the message finally goes through. Wait for the arrows to go grey (if they are the stock ones) to show that it's done transferring, and the message should be sent. For a full, 3 megapixel shot, it should take about two minutes with an EVDO connection (high estimate). For a small, 800x600 one, which is about what they get sized down to on facebook anyway, you should expect around 30 seconds (high estimate again).
I never receive a confirmation e-mail from Facebook upon picture uploads, but that may be my individual settings. I am not sure.
I know Sprint's PictureMail sucks... there are alternatives that make sending a picture a bit less painful. sMMS (some guy MMS... I don't have a link around right now) is free, and available here on PPCGeeks... but the free version has lots of nag screens and only allows you to send one picture at a time. I think ArcSoft has another MMS program? But I haven't played with it. Personally, I just deal with the stock PictureMail app.