Choose user photo without iCloud

You didn't specify which macOS you have so this answer assumes you're using Mojave 10.14.
Source:

1. On your Mac, choose Apple menu -> System Preferences -> Users & Groups.
2. If you want to change another user’s picture, click the lock icon to unlock it, then enter an administrator name and password. You can change your own picture without unlocking Users & Groups preferences.
3. Select the user account on the left, then click the picture on the right.
4. Instead of clicking the picture, you can drag an image file from the Finder onto the picture. If other users are logged in to this Mac now, you can’t select them.
5. Do one of the following:
   • Use a picture included with macOS: Click Defaults, then select a picture.
   • Take your picture using your Mac: Click Camera; when you’re ready, click Take Photo.
   • Use a picture from the Photos app: Click Photos. To see specific photos from a time, place, or album, click a disclosure triangle below photos, then select a group of photos. Select a picture, then click Next.
   • Use a picture from the Photo Booth app: Click Photo Booth to see pictures you’ve taken using your Mac and the Photo Booth app. Select a picture, then click Next.
6. Adjust the picture.
   • Zoom in or out: Drag the slider left or right.
   • Move the picture: Drag the picture around within the circle.