Here's another view so you can really see what's going on:
I've got it sitting on a window. Can you see what the trick is? You print your photo out on transparency paper, and carefully attach it to the glass of any frame--I used glue dots on the edges. Then you set the glass into the frame, securing it with the little tabs that are already in the frame or with glue or another way that you think up. You're creative, you can do whatever you want! Be sure it's secure, you don't want glass falling out.
Then you hang the finished product on the wall. I printed a picture of Grandboy when he was a baby on transparency paper and didn't even frame it, just taped it on the wall near my desk. It looks like he's coming out of the wall--I love it!
If the transparency isn't showing up on your wall, you could paint a color box for more emphasis, then hang the photos inside the box. I've shown you color boxes before, but here's an example of one that I used to frame out a small accessory at the end of a hallway, giving it more of a presence:
Don't we all love easy projects?